Anybody who had a cliffhanger death in S5E10 is alive for the purposes of this story.
Twenty years after the War for the Dawn, where a member of the Night's Watch named Jon Snow, later King Jon I of House Targaryen*, was revealed to be the long-lost bastard son of Rhaegar Targaryen and Lyanna Stark and the legendary, prophesied Azor Ahai Reborn. A holder of magical power no other man possesses, he is widely loved and adored by both the high lords and smallfolk alike. During his reign as King of the Seven Kingdoms, his empire grew to include the Free Cities, as many of their influential families are devout R'hllor followers and bent the knee to him after he was revealed to be Azor Ahai, as many R'hllor followers worship him as a direct conduit to their deity. His reign has been peaceful and prosperous, Westeros has only had two mild winters since the great war against the White Walkers, and neither lasted longer than a year. Married to Daenerys Targaryen, who carved out her own empire in the former Slaver's Bay colonies of Meereen, Yunkai, Astapor, and Ghis, Targaryens hold an unbreakable monopoly over much of the world east of Yi Ti, with the exception Ibben, Lhazosh, and a few desolate Dothraki grazing grounds, and their oldest son Eddard is set to inherit both empires.
Underneath the surface, however, there has been a storm brewing for quite some time. Under Daenerys' suggestion, Jon spared the Lannisters, except Cersei, for Tyrion's sake, and Tyrion had performed admirably as Warden of the West and Hand of the King for much of their reign. Now in his late 50s, Tyrion abruptly retired from his position on the council, abdicated Casterly Rock to his nephew Tommen, and gone into hiding. Here is the current state of affairs in Westeros:
King's Landing: There is a power struggle between Jon's councilors; Master of Laws Trystane Martell, Master of Coin Willas Tyrell, Master-at-Arms Prince Eddard Targaryen, and Master of Whispers Robin Arryn, as to who will be the next Hand of the King. The most capable of the candidates are Trystane and Willas. The problem with Trystane is, while he is completely loyal to the Targaryen cause, he is married to Myrcella Lannister, who hates the Targaryens for revealing her true parentage to the world and burning her mother alive in front of her. Willas is even more capable than Trystane at governing, but he still follows the Faith of the Seven. While some say Robin Arryn is more knowledgeable with court intrigue and detecting dissent within the kingdom than his late mentor Petyr Baelish, he didn't inherit the latter's aptitude with money and business management. His son and heir, Prince Eddard, while he is nearly 7 feet tall, brave, strong, and much smarter than the general public believes he is; he is also just 19 years old, a lazy, foul-mouthed and indulgent womanizer when not training for battle and he has three bastards; two with a Dornish noblewoman Jon had explicitly forbade him to marry, and one with a lowborn handmaiden who died in childbirth.
Two months before the start of the story, Jon died a second time. Since coming back a second time, he has become more short-tempered, paranoid about poison and assassins, petty, spiteful, and mean-spirited. He has started taking Milk of the Poppy in doses that would kill most other men. He isn't completely gone, and to the smallfolk, it seems he is the benevolent and just leader he has been, but his actions may plunge Westeros back into civil war if he doesn't watch himself.
There is still religious tension as well. While Jon is a respected king, there have been several clashes between radicalized peasant gangs of R'hllor followers and followers of the Old Gods and the Seven. Crimes that warranted a month in the dungeon or a few missing fingers now warranted sacrifice, and some crimes even warranted the sacrifice of innocent immediate family members of the criminal as well.
The North is one of the more stable kingdoms, Rickon has been Warden of the North since he was 8 years old. He is well respected by all the Northern lords. While Rickon still follows the Old Gods, he has built a metal stake in Winterfell's courtyard for R'hllor worshippers to conduct their religious ceremonies. The two northern houses to follow the Seven, the Manderlys and Whitehills, have converted to R'hllor, as did the Cerwyns. He is married to a lowborn servant he had been childhood friends with at Last Hearth. Since he is only 28 years old, his children are still very young and don't factor into the story much. There is one existential threat; and that is Azmal the Black; a rogue priest from Asshai who claims to be the true Warden of the North.
The Stormlands: The Stormlands are almost entirely R'hllor followers now. They started following R'hllor there due to Stannis over a year before the War of the Dawn began. Stannis was spared by Brienne of Tarth and was rescued by Sansa and Reek. They made it to the Wall with the help of the Umbers and Manderlys in time to see Jon brought back to life. Stannis is getting old and frail now, and many still hate him for sacrificing Shireen. He has a bastard son with his red priestess Melisandre named Jon, after Jon Targaryen. He bent the knee to Jon after the War for the Dawn and was spared.
The West: Tommen made it no secret that he hates Jon and has stated out loudly to his bannermen that he wants to declare war on the crown to return it to Lannister control, but Jon, Daenerys, and their oldest son Eddard rode the dragons Viserion, Drogon, and Rhaegal, respectively and his bannermen talked him out of it, wisely saying it would be idiotic to ride against dragons. Partially as just punishment for treason and undocumented incest, and partially out of revenge for the Red Wedding, Jon did get to burn Cersei alive and do it in front of Tommen and Myrcella. During his prayers to R'hllor, he referred to Cersei as an unclean whore and said that the "holy fire that brought him back from death was the only thing that could cleanse her from her life of sin".
The Riverlands and the Vale: While Robin Arryn, Master of Whispers and Lord of the Vale, had embraced the Lord of Light after Jon cured him of his seizures with blood magic, but the Vale was the landing point of the Andals and the Faith still ran strong there among the smallfolk. Edmure Tully had gone even further into his devotion to R'hllor. Roslin had died in childbirth with a girl, leaving him without a male heir. He knew Jon had been raised from the dead by a red priest, so he and the Brotherhood without Banners burned both the sept and the godswood at Riverrun. It kept Roslin alive long enough to give him a son before she, the last living daughter of Walder Frey, was sacrificed by the Brotherhood in order to fulfill the house's debt for violating the guest right of Robb Stark and his bannermen.
In Dorne, Trystane is prince, but spends most of his time in King's Landing due to his duty as Master of Laws. He is married to Myrcella Lannister and has a son Olyvar, his heir and 4 younger children. He was raised in King's Landing and would rather visit Flea Bottom to play cards and bet exorbitant amounts of money on dogfights instead of learning how to govern properly from his father. Like his late uncle Joffrey, he is a craven coward and has a short temper. His daughter Alysanne would be a much more capable leader, but she has disgraced the family in a royal scandal by having 2 bastards with Prince Eddard. She is basically a female version of Eddard, strong, beautiful, and badass, but also crude, crass, and alcoholic.
The Wall: Jaime Lannister's heroism in the War of the Dawn where he saved the life of Samwell Tarly had impressed Jon enough that he was spared. He voluntarily took the black, and was immediately elected Lord Commander. Despite more criminals being burned, people now know what role the Night's Watch really plays, and their numbers haven't been that high since before the first Dance of the Dragons. Jaime had recently rebuilt the Night Fort and returned command of the Night's Watch there.
*Jon's full title is Jon I of the House Targaryen, First of his Name, King of the Andals and the First Men, Divine Emperor of Valyria Reforged, Imperial Minister of the Free Cities, Prince Consort of the Ghiscari Empire, Theological Patriarch of All Those Faithful to the Lord of Light, Azor Ahai Reborn, the Prince that was Promised, Vanquisher of the Dead, Ender of Winter, Wielder of Lightbringer and Merciful and Benevolent Friend to Mankind.
As all this is going on, there is a threat much more insidious than the White Walkers afoot. The Cult of Skaro has set up shop in Westeros, and they won't stop until the entire planet is enslaved or dead from Lonely Light to Asshai