What is Grym?
Grym is the name of the world/planet that the game takes place in.
Grym was made by the gods at the beginning of time. They decided to create life as well. As it evolved, the gods decided to live with the first evolved humans and teach them, mainly the Ordines. The gods departed after nearly 1000 years, leaving the humans to themselves. It's unknown where they went.
The humans used what they were taught to live, and also started worshiping the gods. Some humans, who were born after the time of the gods were on Grym, didn't believe in them. The head worshiping group, the Order of Grym, started killing any disbelievers in 1253. This started the Crusade.
Many unbelievers formed small militias, but couldn't hold up. In 1275, Leo Quake started getting militias to join together to stand a fighting chance. They still struggled, and they needed help. A hero started to rise that could save them. That hero is you.
Nothing else will be revealed until the game is released.