Wonderful! So I do need to read up a bit on the setting and lore which you've already posted, but I have three ideas for characters already: 

--A mercenary captain (or pirate king, not really sure how nautical things are) hellbent on carving out carving out his own kingdom. Think Griffith from Berserk mixed with Kurtz from Heart of Darkness kind of deal. Ruthless, ambitious, manipulative. Kind of cliche, but could help underline themes of power, hubris, and class. That, or I could RP a character in the captain's band. Not sure. 

--Some kind of spy/intelligence officer who works as a double agent against Valanian interests to fan the flames of war. Could be interesting if there are other spy characters. 

--Some kind of merchant who defaults on his loans and is forced by his debtors into some kind of service (mercenary work, bloodsport, something, not quite sure yet) 

So those are just some very nebulous and vague ideas; I'll read up on the background and tinker with them a bit later.