There's much to cover on the lore of Pillars of Eternity and how much you need to know before jumping into Avowed.

Avowed is set in Eora, an original world coined, chartered, and colored by Obsidian in Project Eternity in a bid to make CRPGs great again. This is a cross to bear as much as a boon to benefit from.

Avowed's Envoy and Pillars of Eternity's Watcher share certain characteristics as Obsidian protagonists, but there is a key difference.