The Well of Souls is a magical mirror that was dug up from some ancient ruins in an area called the Monkey's Spiral. The first owner was Korolis, a evil deity of ooze and corruption. He was killed by a coalition of Heroes and Gods. The mirror crops up in various legends and myths since then.
Kalinor 'the Golden' is a merchant from a country called Chaldecott. He's here to try and sell mirrors, including magical and unbreakable mirrors, to people in Sigil. He has asked you to help recover the Well of Souls which was stolen from him a few days ago.
He has two people working for him, as well as about 30 guards and cart drivers.
Uzark is a wizard with an odd accent who specialises in planar mechanics. He comes from a tribe known for diabolism, that inhabits an area called the Monkey's Spiral.
Nephria is a very neat gothic-looking lady. She was already in Sigil when Kalinor arrived. It was she who was in charge of the Well of Souls when it was stolen. She has indicated that she'd like to talk more about what is going on, but is constrained by her duty to Kalinor.
The Children of Korolis are a group that also want the Well of Souls. They are apparently led by Caspar, who lives somewhere called Akania. This can be reached via a gate in the Sewers.
His agent is Lycanthe, who just attacked you, but you decided to let her go after she suggested that Kalinor never had the mirror in the first place, and had allied with demons who invaded his own country.
She also said that Caspar's allies (unknown who they are) believed that Cyric had the mirror in Sigil. There's some disagreement about what that means
Cyric is an evil God of Evil and Trickery who is busy conquering his homeworld. He comes up in some of the rumours about the mirror, and Lycanthe tells you that Caspar's allies think that he has the mirror. Gods can't enter Sigil, so she assumes this means that he has people in Sigil who have it.
So far you've met Kalinor, entered Sigil, met some random people at the market, been attacked by assasins of the Iron Tower hired by persons unknown, gone to stay with Kalinor, gone out in the evening with a large mirror in the cart to see if anyone would try to attack you, and been attacked by Lycanthe and her minions. You're about to spend your first night.