@Danelaw Seems interesting. I'm a bit rusty but I hope it will be ok. I'm in.
As for the region : I would say anything that's neutral at start. Reason why : It will generate sub-plots, discussions between our characters on who to support for king.
A wild idea I have (not sure if that's where you want to head with the RP but if not, it's all good), we could even join in the war with our own elected king. One of us/a NPC.
So, Stormlands. Warriors, honest-ish, strong, resilient.
Another idea, wild again. A house/tribe from the other side of the Wall which somehow gone over the Wall before the tribes where united.