You can't handle the truth?
I have an unopened Risk Legacy on my shelf...are there really NO instructions for how to set up and play? That doesn't make sense.
Included in Risk Legacy is a very clear rulebook that details everything you would need to know, including setting the game up.
If you go to the Risk Legacy page here on bgg, and scroll down to the web links section, you can even download a copy of the rulebook from the Hasbro web site.
On page 7 of this rulebook, it states the following. I underlined the passage that answers the OP's question.
Risk Legacy Rules wrote:
BEFORE THE FIRST TURN
Before selecting your Faction, it’s important to note where you can start on the board. A legal starting territory is either:
• An unoccupied territory that has no marks (no scars or cities) OR
• An unoccupied territory that contains a Major City that you founded in an earlier game, (even if it has a scar on it).
Note: At the start of the game, you cannot place your HQ adjacent to another faction’s HQ.
Lay out the Faction cards, face up on the table and roll dice to determine who will get to choose first.
The player with the highest roll goes first, choosing a faction card and taking the troops and HQ of that faction. Place your faction’s troops in front of you. At the start of the game, you get your full starting troop total, which is 8. Take 8 troops from your faction’s color along with your HQ and place them in a legal starting territory.
The rulebook continues from there, stating to go clockwise and repeat.
Good luck conquering
the your world!