Before Rurik and the "Great Battle", there were no gods? Or did they simply not care about the affairs of the mortals?
They were more concepts as they are now in real life, but him being magical led to them being birthed, his inate magic brought an idea into reality essentially then his death unleashed magic onto the physical plain.
You say that the Norse Pantheon has claimed dominion over the known world but other gods have come out of the wood work, are these 21 gods the only gods in existence? Am I correct in thinking that these "Norse" gods are infact the gods of this world and none others are in existence? You're just calling them "Norse Gods" instead of "THE Gods" for our sake (so we understand it better).
Yes and no, they are the only Gods recognised by the Empire and we'll leave it at that
I am just calling them Norse gods just for your sake, its the 20 historical Norse dieties plus Rurik that are active in the Empire, any others, well as above
Finally, is this set in the "real world", in the sense the location is the same. Just history happened differently from Roman times onwards and gods decided to come and pay us a visit?
Yes the location is real world as in Earth, history happened differently hence the changed setting. Plus the birth of Rurik changed some of the coastlines and some of the inland settings. It is fully mapped on grid essentially showing Europe, with outliers such as North Africa, Turkey, Russia though with names relevant to the time. (Names are loosely based around the old Roman classification of lands around the height of their Empire)
Re playing Cleric/Paladin all "core" classes are available but if someone wants to get inventive (within reason) I am happy to play along.
Are you 4 still interested? If so I will crack on with finalising the history and finer details of the wider setting and then nail down the nitty gritty of the campaign (the encounters will be interesting with how long it has been

) Not to push you all but want some definite interest before I commit to completing everything as it is a hefty time investment that I will need to fit around my work
Ask anymore questions you have grady and I'm happy to expand, I'l send you all the full details though a bit further down the line to help character generation etc.
Glad you like the sound of it
