Some more setting information and a starting hook!
The kingdom of Yulland is an ancient land, dating back several hundred years when the first humans came to the continent of Lore. The humans came fleeing creatures of dark and evil power, their most powerful priests leading the way. Eventually, the Yulland Castle was built and First Crossing was built around it. The monsters followed the humans to Lore, striking suddenly in the night. They called upon their allies, the elves and dwarves, to aide them in fighting. It became a slow and prolonged war, with a seemingly endless wave of demons.
Then, a divine missive came. The leaders of the three races were told to train young women, untouched by man, to a mountain held sacred by all. The human king waited, and hoped, even as the demonic armies began to beat at First Crossing's walls. The elfen lords had been forced to secure their citadel-fortresses, and could not come. The tunnels to the dwarven cities had been collapsed soon after, though many soldiers tired to bring aide. It wasn't until the sixth day of the siege that a golden light shone across the battlefield. The first Heavenly Knights swept through the ranks of the demonic army like a golden lance, driving the dark horde back.
It was then that the Heavenly Guard was established. Families would send their daughters, or orphans would seek, to become initiates in the Guard. Few that applied were accepted, as it was only after traveling to the sacred mountain that a woman would become a Mahou Shojo.
A Mahou Shojo comes about when a young woman, usually around age 18-21, though older or younger is not unheard of and many of the nonhuman races bear magical girls appropriate to their ages, is presented with a Spirit Stone. The Stone acts as a channeler for her divine powers, fusing with her body and soul. When she is not in magical girl form, her stone is hidden away. When she dons her Costume, the Spirit Stone appears somewhere on her body, though not always in an obvious location.