How do you even begin with a totally open prompt like this

The whole setup is just kingdoms, dragons, fae, and 'start wherever you'd like,' which is great in theory but I froze staring at the chat box. Every direction feels equally valid and equally undefined, so I don't know if I'm supposed to invent a kingdom, show up as a nobody villager, or just start talking to whatever NPC exists first. Is there a standard way people kick these fully open sandbox characters off, or does everyone just wing it and hope the character fills in the gaps as you go?