In general, when you declare interfaces, classes or even simple functions, you must include setup().
Code:

interface MyInterface {}
void setup() { size(200, 200); } 

works.
That's because if setup() isn't present, one is automatically generated, and all code goes inside. New classes inside a function are OK, actually, but you can't define a function or an interface inside a function!
Actually, in the cases that works (defining something before the interface definition), the interface is quietly removed from the code. If you write:
Code:

class MyClass implements MyInterface { int x = 5; }
interface MyInterface { public static final W = 10; }
 

you will get an error: Cannot find a class or type named "MyInterface".