I'm assuming that Gladiators are free to use their second hand for their sword as well. I'm generally aiming for a swift bastard-sized sword wielder, or maybe just one-handing a sword that should by rights be two-handed until I need my other hand. Either way, freedom to alternate one and two hands is key here.
But as for lore, I'd like some history and time reference. I'd like to be able to wear clothing appropriate to the time period, unless there isn't really a time-period style, which is common with final fantasy worlds. Also knowing the historical background of the world could help with character depth.
Edit: By history I mean on the smaller scale. You've explained the world history, I'd like to know the history of the provinces and people within it. Regional heroes, important culture, hierarchies and nobility, etc etc.
That falls in with NPCs as well. Notable heroic figures in certain regions, the ruling nobles and their families, stuff like that.