For the Royal edition, there are 3 items: A tiny Obsidian wurm pet, a "Cloak of the Obsidian Order" which appears to be unenchanted, and on Steam at least, a "Kickstarter Backer" achievement, meaning only Kickstarter backers can get 100% of all Steam achievements
You get all 3 immediately upon starting a new character, and entering the first area (the caravan).