  We use Gaia DR2 astrometric and photometric data, published radial velocities
and MESA models to infer distances, orbits, surface gravities, and effective
temperatures for all ultra metal-poor stars ($\FeH<-4.0$ dex) available in the
literature. Assuming that these stars are old ($>11\Gyr$) and that they are
expected to belong to the Milky Way halo, we find that these 42 stars (18 dwarf
stars and 24 giants or sub-giants) are currently within $\sim20\kpc$ of the Sun
and that they map a wide variety of orbits. A large fraction of those stars
remains confined to the inner parts of the halo and was likely formed or
accreted early on in the history of the Milky Way, while others have larger
apocentres ($>30\kpc$), hinting at later accretion from dwarf galaxies. Of
particular interest, we find evidence that a significant fraction of all known
UMP stars ($\sim26$\%) are on prograde orbits confined within $3\kpc$ of the
Milky Way plane ($J_z < 100 \kms \kpc$). One intriguing interpretation is that
these stars belonged to the massive building block(s) of the proto-Milky Way
that formed the backbone of the Milky Way disc. Alternatively, they might have
formed in the early disc and have been dynamically heated, or have been brought
into the Milky Way by one or more accretion events whose orbit was dragged into
the plane by dynamical friction before disruption. The combination of the
exquisite Gaia DR2 data and surveys of the very metal-poor sky opens an
exciting era in which we can trace the very early formation of the Milky Way.
