The game will begin nearby the Last River, on the Kingsroad. You'll be part of a group headed to the Wall, meaning you likely won't have an opportunity to buy shiny new gear once the adventure starts. Unless you're guilty of some heinous crime and have had your possessions stripped of you, you'll get to keep what you bring to the Wall. Once you're there, however, money will become scarce and opportunities to restock even rarer.