Mors Westford is one of the best rangers of the Night's Watch, and prior to that, he was one of the best knights serving House Lannister. He returns to Riverspring, his home, after hearing of his father's death.
During that time, he became a priest of R'hllor. Alester, a knight, was the heir to Sarwyck, a lordly house under Lannister, but had fled to Essos 15 years before, being traumatized by an unspecified event at the end of Robert's Rebellion.
The game takes place concurrently with season 1 of Game of Thrones, and switches between two characters, Alester Sarwyck and Mors Westford.