This is WHAM'S game on the AGS Forums. The following is just a glossary of the facts, as understood by the players, in one easy point of reference.

KING OF GRIMDARK The player character -us! Apparently he is the twin brother to the late evil king, whom he overthrew in a revolution. He likes to party hard until the treasury is depleted, so needs careful watching when he gets drunk or gets his purse out. He is single, and doesn't appear to have an actual name.
ANNABELLE The highest-prize cow of a peasant village, gift of goodwill from some DIRTY PEASANTS. Annabelle currently resides in the unkempt castle garden.
CAT Representative of the farmers. She speaks in a colloquial kind of down-home manner, and is not much for palace protocol.
CONSTRUED OF THE GRIMM FAMILY Head of the builder's guild. He's the go to guy if we want to build anything.
DENNIS OF THE FROSTSEA FAMILY Head of the trader's guild, although they do not appear to be currently trading with anyone, nor do they apparently have any recollection of where places are or what we used to trade with them....
JESTER Our royal chief minister, grand vizier, chief advisor and most trusted companion. He's also pretty weird and has a kind of shifty/sinister look to him. But, heh! We're a trusting sort of monarch, so it's all good (for now....).
JIB ALI-GHARZAB OF THE GUARAVANA FAMILY A merchant from the south who offers ever-changing wares for sale, and is open to buying stuff from us. His expertise is negotiating the "shifting roads....past the sand-pits, deadly snakes and vicious scoprions as well as the wily naga-people who so love to ambush travellers" between the midlands (presumably Grimdark) and the southlands, of which the Emirate of Turbanistan is the pre-eminent polity.
LANCELOT A "straight and true" knight who serves us loyally, with his 20 men, for the price of 5 gold coins per year. He will serve us so long as our rule is just and fair.
MANDARB Head of the craftsmen guild. Contact him if you ever need something specific or special produced.
SHADOWY TRAVELLER A mysterious figure who has prophesized that bad times are a-comin'. Specifically: "Before long your kingdom will be beset by dangers untold, and it will be your task to ensure your people are ready." These dangers will come from every direction (east, west, above, below), but remain as yet unnamed. HOWEVER, on the fourth day of our rule an object will come into our possession "which will grant you the assistance of myself and others like me. Be wise and use it well, unlike the one who reigned over this land before you, for wasting such power might see your reign come to end sooner than you think." (WHAM, POST #84)

GRIMDARK Our Kingdom. Apparently we forget what's out there, but it is "a nation of a few thousand people, which consists of the castle, surrounding town and some smaller villages and farmsteads outside of the town walls. There are no minor lords or provinces under the king (yet)" (WHAM, POST 146).
TURBANISTAN "Kingdom of immeasurable wealth and glory. Enchanted sandstone walls adorned with gold and gemstone protect the grand walled nation of the Grand Emirís Turbanistan. The people there are dark of skin and hair, and strong, hardy and wise as anyone can claim. Their lands are known for precious traded goods and especially the creations of the Grand Emirís Guild of Alchemists, who provide the Emir and his armies anything from healing poultices to poisons to coat arrows to potions...." (WHAM, POST #156).

KEY Perhaps a magic key, currently in the possession of the Jester. Apparently it used to unlock a dungeon with a princess in it, and now unlocks a chest with a potion that would keep her "refreshed", but the chest has been lost so.... what's the key for, again? (WHAM, POST 16)