Here's a thing about writing fantasy (or speculative fiction of any kind, really): it relies upon a contract between you and the reader that you will build a world different from the one they know, and if they follow you there, you will tell them a really interesting story.
The differences can be anywhere from slight and subtle to comprehensive and entire, and the reader doesn't really know until you tell her. In a way, therefore, the opening chapters of speculative fiction don't just have to do all the stuff that a 'normal' book does – establish characters and the hook of the story – but also rough out the parameters of the universe, give some idea of the general changes made. (After all, if you're muddling along happily in a world where apparently the only difference is that the Church of England never happened, and then all of a sudden in chapter 45 – wham – goblins, you're going to be ticked off, because that changes the assumptions you've been making for all the preceding pages. Or at least, I would be, if that were sprung on me.)
There are a couple of interesting repercussions of this. ( 1) Spec fic readers let you get away with stuff )
You have to be careful. The contract cuts both ways, and before you know it you end up with giant bunnies. ;)