A good advice, join the ride, savour it, see where it takes you and don't try to make a connection with the prequels (THE CURSE OF CHALION, PALADIN OF SOULS) or expect familiar faces - it will only frustrate you. As great as those books are, theyre not a trilogy in the common sense. Theyre loosely connected through the five Gods and the same world, but nothing else. Especially in HH it is difficult to pinpoint when or where the story takes place. There's no map, no index, no explanation in some fore- or afterword. To be frank, I felt quite left alone. It also dulled the enjoyment of HH, but enjoyable it was nonetheless. HH is a good story by a topnotch author - 100% entertainment guaranteed (98% thatis).
The Hallowed King is dying and bartering for succession has already started. When prince Boleso, an aspiring candidate, is murdered under shadowy circumstances, Ingrey kin Wolfcliff is sent to arrest the killer, Lady Ijada dy Castos. As it turns out, the prince had dabbled in illegal animal magic and Ijada killed him in self-defence, when he tried to put her under a spell. Instead it was she, who was imbued with the spirit of the sacrificed leopard. The authorities want to hush things up and hang her, but Ingrey - himself the victim of a similar ritual - won't stand for it and fights for clemency. He finds unlikely support in the five gods. Obviously they have plans for him and Ijada - plans that include an ancient spell of immortality and five thousand bound souls that have been waiting centuries for release.
And here are the meagre results of my inquiry for orientation:
The Wealds (kingdom) must be somewhere west of Darthaca (southern neighbour of Chalion and Ibra), they're probably on another continent or island.
I also suppose that HH plays quite some time before CoC and PoS, since
a) there's only talk about "Chalion" and "Ibra" and not "Chalion-Ibra", ergo no marriage and no treaty and
b) there seem to be some eligible bachelors of royal blood, but Iselle never mentions them, when she is looking for a possible husband in CoC.