Many teachers introduce modals of obligation and permission by talking about rules and regulations in different countries. Some teachers invent stories about children talking to their parents (e.g. Must I tidy my room now?), about people in galleries and libraries, or about work regulations. The situation will depend on the age of the students?
Note: must and have to are similar. We often use must when the speaker creates the obligation (I must take more exercise) or in official signs (Hard hats must be worn.). We use the more informal have to for ordinary regulations (You have to be careful in ths job). Have to is more common in American English. We use mustn’t to say that something is not allowed (You mustn’t smoke in here.) but don’t have to and don’t need to/needn’t mean that something is not obligatory. (You don’t have to wear a tie).