You're around level 10 when you get your first bag. You get it when you arrive in the Greek city of Megara.
*** BEWARE (SMALL) SPOILER ***
Just a bit of storyline to show you how fast it'll be: Megara is the next step after Sparta. That's where Leonidas send you, to speak with Timon. I'd say time between Sparta and Megara is roughly twice the time between Helos and Sparta.
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As for the guy level 24, it's not that much an indication. To be honest, I forgot to take screens the first few times I played through the preview, and forgot to take notes on storyline. So this week end I started right away with a guy level 24 (which was the level of my toons that where at the point a bug blocked me in the preview) to get things faster
Basicaly, you get the first bag at Megara around level 10, the second one when you reach Egypt (around level 20 or so).