The Vale is a faction in Westeros, located in the mountains on the east coast just south of Sisterton and north of Saltpans. The Vale is ruled by Lord Nestor Royce who holds his court in The Eyrie, which is located atop the highest mountain in The Vale.
Being surrounded by walls of impassable mountains, there are only three ways to enter The Vale's starting territory. The first is from the North, taking a boat from White Harbor, through The Three Sisters and then down to the Northern edge of The Vale. The second option is through The Bloody Gate, which is a castle located between two mountains north of Saltpans (note that the player and any NPC's can walk past The Bloody Gate no matter the relationship they have with the faction who owns the castle). The third option is to sail into Gulltown from the seas near Dragonstone.