And since we're talking about the kingdom (or rather kingdoms), these are all locations that are well known from the series. There, you will learn that expanding the castle is the fundamental mechanic, as well as how to build an army, wage war, and provide the kingdom with resources. Do not fret, though! The tutorial isn't a boring lesson, as it takes you right away to present the game's main mechanics. Interestingly, the tutorial is actually an integral part of the initial stages of the story completing it is mandatory. She'll also help you during the tutorial. She's important to the story in the game and will introduce you to it.
When you first enter the game, you'll see a well-known character, the 'red woman,' Melisandre.