So in the tutorial video, the Stark player plays Sansa as part of his initial 8 gold setup. Her card text states that she comes into play kneeled. I checked the learn to play guide, and I can't find a clear answer on whether the initial setup cards have their come into play effects triggered. Anyone want to weigh in?

According to the RRG on page 20, their "put into play" effects are ignored. Here's the text:

Reveal setup cards. All players turn their setup cards faceup simultaneously. Then, each player attaches his or her attachments and places his or her duplicates, in player order. Note: Cards are not considered to have been marshaled, played, put into play, or to have entered play when they are revealed or announced in setup, and card abilities that reference those terms are ignored during this step. These cards are considered “already in play” when the game begins.

See? This is what's great about the rules in 2.0 already. The answers are there in the RRG to be found, and we can actually find them!

Ya, now we just have to wait for Nate to design a mechanic that screws all the rules up again*

Sansa, so freaking good. Who'd have thought?