In Shattered Kingdoms, you must pick from the very beginning the kingdom
in which your character will reside.  This is the kingdom to which you will
owe nominal allegiance, at least at first.  It is always possible,
however, to defect to another country, though those who do are often
regarded with some suspicion until they have proven themselves.

See also: Ayamao Empire Wastes Taslamar Uxmal Zhenshi