Wednesday: The Skies Above
The overall world and its cosmology is called the Firmament, but the plane you're on is the uppermost layer (Layer 1): The Aether. There are seven major planes, running from The Aether to The Void with The Mortal Plane stuck in the center (note: there are mortals on just about every plane; the Mortal Plane is just what humans called it).
The Aether was kinda fucked up a while back because the gods were a lot more hands-on with the setting and had a bit of a fight. Couple of the gods disagreed and threw hands and suddenly the Aether is nothing but empty sky and shattered floating islands. Whoops. And most people are dead, and most stuff is ruins, and the few who remain do all they can to survive.
Anyways, 400-800 years later, some pieces of old civilizations were starting to rebuild when intrepid explorers from the other planes finally made the jump to this one! Humans, of course, but also all manner of other creatures ventured to this plane and began making discoveries. Colonies on abandoned islands were made and a sizable start to a nation was being created. Unfortunately, they had ended up here through an unstable planar rift, so when islands drifted away (and even moreso when that eventually closed), they were kinda stuck.
Fast forward another 500 years or so and the remnants of this society have commingled with the surviving populations from the gods breaking stuff. There aren't exactly nations, but there are cities, trade routes, and guilds that run just about everything (parlaying with city authorities, of course). Heavy industrialization has gripped this plane due to its abundance of natural resources and the artifacts left from the wreckage of past civilizations, and with it, increasing class disparity. The poor struggle to survive in factories and doing menial, dangerous labor, and the most privileged of the lowermost class serve on scavenging ships for more inconsistent pay (percentage share) but better pay on average.
The city you will be starting in is the city of Slagfall: a relatively vertical island with markets and wealthy homes at the top, heavy industrial districts in the middle (that process ore and work it into usable product), and ever-growing stalactites of grime and slag that jut from the bottom. The poorer you are, the further down you live, and the poorest (about 50% of inhabitants) live on or near the jagged cones of slag that jut down into the aether below, covering their houses in heatproof material and trimming excess daily to avoid becoming buried in molten metal. Slagfall is a very big city and is arguably the highest producer of metal goods and materials on the plane, but most of its size is below rather than out to the sides.
You will all be accepting a job here: a small scavenging party run by a mostly reputable but picky captain, with the promise of a find so lucrative that it'll be enough to singlehandedly move you up in the world.
Most islands float with the help of aetheryte: a naturally-occurring (well, technically created by the god-created blast that shattered this plane, but still) mineral that floats ever-higher if left on its own. It's counterbalanced with the other rock that makes up islands. If not managed, islands float up or down, and locating them can sometimes involve navigating vertically unless it's a city (and even Slagfall sinks due to the import and addition of metal, albeit in inches per month/year). It's a very valuable substance, but transporting it can be difficult - you don't want your ship carried ever-upwards into who-knows-what because you got greedy. Other enchantments can supplement, but due to the amount needed, aetheryte will likely always remain economically relevant and incredibly important.
If you fall, you'll likely never be heard from again, unless you get lucky enough to fall on an island, a flying creature, or a ship. Enchantments save lives, but only for the wealthy. Many poorer citizens carry makeshift mechanical gliders to hopefully save their lives in case of emergency, but these cost around 8 gp, weigh 1 bulk, are only usable one time - if you're lucky - and only allow you to move 5 feet horizontally for every 10 you fall vertically, as well as give you use of the Arrest a Fall action. Sturdier, multi-use gliders cost more money, and those carrying enchantments or material strong enough to make further gliding or even flight possible are available but much more expensive.
Most ancestries can be found here, but their lore often differs from that of Golarion, so check with your GM for details.