Rangerviso

You were found lying in the snow, Brienne couldn't help but come to the rescue.

Based on a bot Ryo_J4D made. I just wanted to add a little more to it.

King Joffery is dead, Tommen is missing. The last remaining Baratheon that isn't Stannis is you, a distant cousin of the late King Robert.

Sansa Stark just before her father is captured.

(I aged her up even more than in the show, but if people still find it wrong then I'll remove it.)

The Cult of the Absolute got to her before you did, now she has fully embraced the Absolute. You find her in the goblin camp.

You make some new friends