Need some clarification regarding the 3 different 'new games' I'm returning to the game after 7 months and a day's worth of research, and now I see 3 New Game options:

* Main Story
* Varnhold's Lot
* Beneath the Stolen Lands

And it seems like these two new stories can have some interaction with the Main Story. 

In order to get the fullest experience with minimal redundancy, how should I approach these 3 different options?

* I'm guessing Beneath the Stolen Lands is a good place to test character builds?
* How does Beneath the Stolen Lands interact with the Main Story?
* Once I'm done finalizing a character, should I complete Varnhold's Lot before starting the Main Story?