Re: OOC
I had planned to start things in media res, but as we didn't have all players in place, I decided to take this route instead to give him time to catch up. So I have no problem with moving on to what happens after they've left the king, as long as you have decided what you want to do, plan, sleep, party, or whatever, as stores are closed for the night. And get back to the details of the rest of the conversation with the king later.
In regards to the information you want, whether you stay or we return to this later, the king has suggested a place to start and shared two unsolved puzzles about that place. Getting more information from the king, would either have to wait until we know who, if anyone, will accompany you on the quest; have the king answer in such a way that he could be talking about anyone and then move on with more information; or you can ask for more information, people to talk to, and the like, and get back to the other companion(s) later.
Regarding merchants, I'm sure the characters would know of some already, so names and locations could be handled OOC. As could most of the actual shopping, unless you’re looking for something special or you want to haggle.