Your king is the "sovereign" of Sovereign Chess, and always a good place to start. At the beginning of the game, each player is either White or Black, and controls the army of pieces of that color. Later in the game, as armies of other colors come under control, a player always keeps control of the pieces that match their king, even if the opponent has a piece on the square of that color.
Incidentally, at the beginning of the game, White and Black have a full complement of chess pieces, while each of the rainbow colors have "half armies"--one queen, one rook, one bishop, one knight, and four pawns. The most powerful armies are Ash (light gray) and Slate (dark gray), which each have two queens, two rooks, two bishops, and two knights.
Later rules allow a player to change the color of their king, which then gives them sovereign control over that new color, regardless of other pieces.
But which color does each player control? Well, choose one person to go first, and then follow Rule #3...