If you want to make the domain before play that's cool, too. We started making it at the end of session because we playtested a lot at conventions and holding off let us get into the action sooner.
To launch, I would say - you just landed in the sedgelands with a mercenary levy (worry about paying them after the sortie) and here are the three factions you know here. Maybe tie each to how one of the retinue might know them. Then ask what faction they want to appraoch and how.
You can see three examples of a session one here: https://itch.io/t/953982/actual-play













