So we have....Ezekiel who seems to be a mix of action hero and mecha pilot with a portal gun, Alexandra who is both a magically and physically powerful superhero, and my character who is kind of a sorcerer-martial artist-ninja-vampire or whatever.

since sheets are done, do we have any specific preference about where to start, what victory conditions we might want to go for, things like that? If we just want to get going I can just roll 1d4 to determine which Segmentum we start in then figure out a planet we all appear on, which might just be Generic Imperial World in that segmentum. (not Segmentum Solar, while it could be funny, lets not go for the center or Terra right out of the gate) or I can just put us in the Calixis Sector, the default setting of Dark Heresy.