Golarion (I keep thinking Galore-ian) is a mash of kingdoms and empires and things in a region called The Inner Sea. Each one is basically a flavor specific setting (Galt is a continuous French Revolution, Ustalev is Transylvania land, Brevoy is a redo of A Song of Ice and Fire.) There's on nation that's all Barbarians, Dinosaurs and wrecked Alien Spaceships. There's even a region (the world wound? I forget) that's basically warhammer: a constant crusade against the demons crawling out of the earth.
It's generic for D&D. There's room for steampunk, barbarian hordes and even some Planes (as in planescape... don't ask.) They're covered in splats, one for each race and region, a core book (Guide to the Inner Sea?) and the important bits are on most Pathfinder Wikis if you peek around for Golarion.
Specific to us:
The jumping off point is Taldor. It's a former empire, mostly human and well enough off, but its upper crust is corrupt and wasteful and enamored with Knights and Sorcery.
The group turns up in... um, Hemskelt? Some backwater village, population less than five hundred. It's the nearest settlement to a forest that's fallen under a spell of winter, true winter, harsh and blasting and out of season, localized on the forest.
A noble woman of Taldor (I forget the reason, getting married or such) was traveling and was waylaid near the forest. The adventurers are concerned with her rescue (for reward or reknown) and perhaps seeing about the trouble of the weather over the forest.
The broad plot has to do with Irresen, a nation up north where a witch of ice and snow rules. This witch changes every hundred years as they're brought by their mother, Baba Yaga, left to rule and ripen for a hundred years and then join their mother on some other plane.
The change hasn't happened, Baba Yaga hasn't turned up and Winter is going all over the place, with the PC's trapped in the far north and trying to fix things.
So, mostly it's about Irresen, Taldor is just a generic fantasy hole we jump off from and then we get to freeze out bits off for the good of the world.