Just to confirm: the scenario tells you what the players start with in their reserve and fatigue zones. Am I correct in assuming no gems are moved in the first turn? Otherwise it would be somewhat pointless to start with a number of gems in the zone that come back automatically at the start of the turn anyway.
Yes. It looks like it wouldn't make sense to start with 5 gems less if he gets them back anyway, but it matters as the overlord can spend gems to defend during the players' turn.
Sidebar: If the hero starts with 5 in reserve and wants them all back immediately then he has to change into the Cautious stance, which means he can do nothing but defend until his 2nd turn. That may not be viable in any given scenario.
The reason for starting heroes off with some of their gems "used up" is essentially to keep the heroes from being able to storm in using their full force on their first turn.