Unlike the creation process for your game world, group creation isn't particularly structured — in fact, it’s mostly about establishing the fundamental themes of your early adventures. When you select a group type, you are saying “Hey, this is how we want to explore the world we just created — we’d really like our shared story to mostly focus on these aspects of it.”
Additionally, your choice of group will inform the kind of heroes you will make during the next step of session zero. Don’t take it as a restriction: instead, see it as a useful reference to go back to whenever you are unsure about your character concepts.
You can even give your group a name — such as the Brotherhood of the Griffin or the Queenshields.
If you are the Game Master, treat this step as a precious opportunity to learn what kind of situations, stories, and antagonists everyone is excited about!
You find yourselves working together because of the circumstances. Despite this being a common trope in classic fantasy tales, it is actually the most difficult to pull off since your group will lack a precise goal: you must work with each other during play to build a web of relationships (Bonds become incredibly important).
If you choose this premise, it may be a good idea to switch to a different type of group once your characters have developed a common goal.
One of the Player Characters is a Chosen One, a person tasked with a mission that could change the very fate of the world. Everyone else in your group has sworn, by duty or by choice, to protect the Chosen One during their travels.