An inquest into the deadly siege in which an extremist gunman held a cafe full of people captive in Sydney opens Thursday (Jan 29), amid expectation it will officially lift the lid on how two hostages died.

Details of what happened when Iranian-born Man Monis took customers and staff hostage at the Lindt chocolate cafe in Martin Place on December 15 have not been released, with survivors advised by the authorities against telling their stories before enquiries have ended.

"We had to beg for our lives, he was going to shoot someone," one woman says in a promotional clip for a yet-to-air television interview about the 16-and-a-half hour ordeal. "I said: 'Please don't shoot me, please please don't shoot me," the woman sobs.

The siege ended with heavily armed police storming the high-end cafe in the early hours of the following morning, after about 10 of the 17 hostages had managed to escape.

Two hostages died in the shoot-out - cafe manager Tori Johnson, 34, and barrister and mother-of-three Katrina Dawson, 38 - and several more sustained gunshot wounds.

Reports have suggested that Monis, a 50-year-old self-styled Islamic cleric, shot Johnson as he tried to wrestle his weapon from him but that Dawson was struck by police bullets, possibly a ricochet when police stormed the cafe.

The siege triggered a wave of emotion in Sydney, with thousands flocking to Martin Place to leave flowers at an impromptu memorial and sign condolence books.

It also raised questions about how Monis, who had a long criminal history, was let out on bail given that charges against him included sexual offences and abetting the murder of his ex-wife.

In the hours after the drama, Prime Minister Tony Abbott ordered an urgent enquiry into why the deranged gunman was not under surveillance and how he had obtained citizenship.

The month before the siege Monis had posted a message in Arabic on his website pledging allegiance to "the Caliph of the Muslims", which some interpreted as the Islamic State group.

The inquest will not hear from witnesses on the opening day, but Jeremy Gormly, the counsel assisting the coroner, will outline a provisional list of issues the investigation and inquest will look at and some details from enquiries to date.

The aim of the inquest will be to determine how the deaths occurred, the factors that contributed to them and whether they could have been prevented.

New South Wales Police Minister Stuart Ayres has previously said the inquest will help shed light on exactly what happened.

"Something as serious as the Sydney siege at the Lindt cafe requires this inquest," he said. "But make no mistake about this, I am completely proud and very, very supportive of all the work that police have done throughout one of the most testing times for Sydney."