In the Book of Daniel, our maine location was Babylon. In the Book of Esther, we have moved to Shushan (or Susa) in modern day Iran. It is believed that the tomb of Daniel is located in Susa. Xerxes is the leader of the Persian Empire - the silver part of the statue, the ram, and the bear of the visions in the Book of Daniel.
In the latter part of Xerxes' feast, Queen Vashti holds a feast for the women. Xerxes commands for the Queen to come to his feast in order to show her off to all of the nobles gathered. Queen Vashti's refuses. The Bible does not say why she refused, but we do know that it resulted in Xerxes' anger and her being deposed as Queen. This opening chapter sets the understanding that it was dangerous to refuse the king's summons. Later chapters reveal that it was dangerous to approach the king without being summoned.
The book starts out with feasts filled with alcohol and a drunken ruler. The next chapter leads to a beauty pageant in the search for a new Queen, an assassination attempt, and begins to set the scene for plots of murder and genocide that are revealed later in the Book.