I was writing about this kind of plot on another game development forum a couple days ago.
In games, you don't want to surprise the player at all. As soon as they get through the opening of your game, they will have set ideas of what type of game they are in, so if you suddenly change that later on it will betray the idea of what kind of game the player believed they were playing.
If your game opens up with 1 character alone and starting a small journey, introducing a large war that's happening later on is going to change the focus and go against the initial thoughts the player had to what kind of game they are playing. You either want to open the story focusing on the big situation with small characters, or you want to focus on the characters and what immediately affects them, you don't want to switch half-way through.
If I open up with a character who has amnesia and the only memory were the last few words said, and they are alone in a cabin, then I will presume the game is about exploring and retrieving memory. I will not expect the game to suddenly tell me that the world is on the brink of a large war and that my character is no longer important because there's about to be a great war. The focus should still be on my character, I don't care if there's political tension or an uprising that's happening - I care only about my character and getting their memory back.
Conversely, if the game opens up talking about great battles between mythical races and shows me large armies and towns being burned, then when I first see my character I will expect them to be already caught up in this larger picture and I will presume that the game is all about this great war. If the game tells me about a great war and political tension and darkness on the horizon, then I will be negatively surprised if I am then given control of my character in the middle of a forest, far away from the war.
I'd like to know why my character is special, the main villain decided to erase my character's memories, why am I such a big threat to their plan and what is their plan? Perhaps a good idea would be to strengthen the connection with the player and the four goddesses that can restore memory. Perhaps the player is also a god and the villain is a god fallen from grace and the player is the only one with the power to stop them from destroying the world, so that's why the player's memory was erased and why its the goddesses that can help restore it.
The biggest mystery will be why did the villain fail to kill the main character. You can make up something with the god explanation prior like a god cannot kill another god, which creates an interesting problem of 'how do you defeat the villain'.
I think get rid of the "brink of war", make the focus of the problem the villain who could be on a pilgrimage of destruction, and the main character - without memories - has to follow in the villain's wake of destruction. Maybe the villain could be on a mission to kill the other goddesses, maybe the main character was the 5th goddess and the villain is just a human who got too lustful for power.