You begin the game in Montsegur in Languedoc, France in the 12th century. During this period the last vestiges of the Gnostic Cathar religion were being stamped out by the Christian Inquisition, and you enter the game close to where the Gnostics are making a desperate last stand for their survival. There are many quests in this region, and you’d do well to look around for them.
When you have gained some experience you will be able to travel to the Balkans, Crete, the Middle East (Outremer), Norway, and Ethiopia.
If you wish to learn more of the background to this world, check out the Religion in the Hidden Tradition page and the Women in the Hidden Tradition page.