New characters start in the a small room with three doors and a terminal in v0.3. This might be done away with in a future update according to the mod author.
Terminal Transcript
Here, At The Beginning Of Things
Begin Again
Property of Your Subconscious
[Remember Who You Are] | Change your character's appearance, though sometimes editing the body shape will cause the camera to bug
[You are SPECIAL] | Change your character's name and stats
[[DEBUG HELP]] | A message from the mod author
The debug option displays:
Welcome to the Alpha Build of FROST!
Please keep in mind that this mod is still in the very early stages of production, so there will be bugs. I hope to fix these as soon as possible.
If you are experiencing camera issues on character creation, initiate body editing and then switch back to face editing and the camera should fix itself.
If it still isn't working try putting "showlooksmenu 14 1" into the console.
Doors
The left door leads out to Spectacle Island in the southern part of the commonwealth.
The middle door leads to a cell in the subway tunnels under Boston.
The right door leads to a highway in the commonwealth near the Weston Water Treatment Plant.
Trivia
The entrance to the room is very similar in appearance to that of the FMS Columbia, complete with the blinking red light and metal staircase. This suggests that The Beginning of Things is a dream-state of sorts, and foreshadows the player's connection to and memories of the FMS Columbia.