1. A system comprising: a plurality of processors; an interconnect to couple two or more of the processors; a system memory coupled to the two or more processors; and an interface to at least one storage device; at least one of the processors including: a trusted memory of the processor to support secure initialization operations, secure initialization logic of the processor to establish a root of trust for a secure execution environment, execution logic of the processor to execute secure initialization program code within the secure execution environment, at least a portion of the secure initialization program code to be copied into the trusted memory, the execution logic to validate the secure initialization program code prior to execution, the execution logic to validate a virtual machine monitor (VMM) and copy the VMM to a trusted system memory area within the secure execution environment.