Rules FAQ:

• Cards placed in setup are considered to be already in play when the game begins, so they do not trigger any "enters play" abilities.

• The location cannot be discarded from play. It can still leave play by any other means: it can be sacrificed (Sea Bitch + The North Remembers), returned to hand (Scaling the Wall), placed on top of the deck (Raiding the Bay of Ice), or removed from the game.

• If the location changes control (e.g. via Dagmer Cleftjaw), it is still protected by the agenda.

• If the location leaves play and subsequently enters play again, it is no longer protected by the agenda (the agenda loses track of "that card").

Rules FAQ

• If both players are playing The House with the Red Door, the randomly chosen first player chooses their location first.
• The chosen location is immune to being discarded, and thus cannot be chosen for effects that discard a location. For example, if you used The House with the Red Door to choose Tower of the Hand, and also have Harrenhal in play, you must choose Harrenhal to discard to Nothing Burns like the Cold.