"Welcome to the game, and congratulations on being chosen. I bet you weren't expecting this. You may call me the game master. And this is my little experiment. To see who can survive. Look around you now, here you see two assassins, two soldiers, a thief, and some of you are just... how do I put this? Boring. But that doesn't matter in the game. In the game you are all the same. All at my mercy. Don't worry, whoever survives will be rich beyond belief. Because that's what you all have in common, a desire for riches. I'm giving you a chance. To quote a rather famous novel, may the odds be ever in your favour.
Oh, and I almost forgot, you need to figure out who I am to get out of here, name, age, gender and why I am doing this. Clear? Good, let's begin."