From the introduction:
The setting is now, just a slightly alternate now. One in which a Goblin Market has cropped up. And all the characters have lost something, so naturally their own ambition, coincidence, or fate deliver them to the one place they can perhaps get back what they lost.
Decide as a group how fantastic a place the market is. It could just be an odd curio shop, or something as outlandish as the bizarre from Stardust.
Also create the main antagonist, the shopkeeper. Maybe he's a real warty old goblin, or a distinguished but slightly odd anglophile, or a dragon in human form.