[Edited to avoid confusion]
Aha! Good question! We start at level 1, naturally. Whoever you wish, from wherever you wish (even mythical lands beyond the map, get with me on that). The first story arc will begin with the characters thrown together against their will to be errand runners for... a guy. How you get out from under his thumb will be the over-arc of the first several adventures.
Also, I'm not sure what you mean by "which books"? If you mean classes and things from the supplements that were printed for 3.5, I'm open to that sort of request. I myself have the core 3+ the splat books for the different classes plus a couple of sword and sorcery hardbacks like creature collection.