Gene Luen Yang was interviewed about the upcoming Sokka and Suki Free Comic Book Day issue, he confirmed that the story will deal in part with the origin of the Kyoshi Warriors

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http://www.freecomicbookday.com/Home/1/1/27/206?articleID=143815
"Suki is a member of the Kyoshi Warriors, a centuries-old organization of women warriors.  Bryan Konietzko and Mike DiMartino, the creators of Avatar, told Faith and me about how the Kyoshi Warriors were founded.  They'd come up with the concept while working on the original animated series, but were never able to incorporate it into any of the episodes.  Faith and I are happy to be able to share at least a small piece of it in our story. "
I had almost forgotten that we never did get an explanation for how the group began. I would assume that they are Kyoshi's attempt to make up for the failure of the Dai Li (who she trained), by training a group to protect her own home. That said I expect there to be more to it than that. Free Comic Book Day this year is May 3rd.