I think there's some serious potential for a great game here. So let's take it one step at a time.
Tell me more about the "burning at the stake" scene. Let's not assume that the players will automatically jump in to save the person being put to death.
Is the person being executed guilty?
Is this a just execution, where the executors have the the authority?
If not, will it be obvious that it's a mob executing an innocent person?
If the answers are "no, no and yes", then that would probably set the motivations for the players - assuming the PCs are good-aligned.
If the answers are different, then the player motivation is more murky. If they don't save the person, what happens next?
Thanks,
MilwaukeeJoe