A distinguishing feature of PRINCE2 is that a project needs to be set up and started in a controlled and appropriate manner in order to increase the chance of project success.
Ideally when using PRINCE2 in an agile context the processes of Starting up a Project and Initiating a Project would involve lots of interaction between the relevant stakeholders. The use of workshops and the visual capture of key information to identify the benefits, outcomes and outputs for the project would be prevalent.
The use of agile would be appropriate to the environment and the level of uncertainty. Prioritized requirements would be clearly defined in measurable terms, not in too much detail and understood by all. Along with this a strategy for how the level of quality will be achieved and a plan for how the project will be executed will be created and agreed before delivery commences.
This will create the right conditions for a project so that it can be run as effectively as possible by starting at the right time when just enough information has been collected in order to appropriately authorize delivery to commence.