Something that is missing from your question is any explanation of what and how you will deliver in terms of business value. The business value usually resides in reports/dashboards/new analysis which the data will make possible. It is those requirements that you can aim to deliver in an agile manner and those requirements and their priorities will surely change over time. The marts are just one means to achieve that end.

One of the problems/limitations of Ralph Kimball's methods is that developers get lured into spending too much time and attention on architectural and methodological concerns. In practice, most reporting solutions do not start their life as a set of "dimensional" marts.

You should also understand that there is no such thing as agile methodology. Agile is an adjective. You can be agile, but you don't do agile.

Something that is missing from your question is any explanation of what and how you will deliver in terms of business value. The business value usually resides in reports/dashboards/new analysis which the data will make possible. It is those requirements that you can aim to deliver in an agile manner and those requirements and their priorities will surely change over time. The marts are just one means to achieve those ends.

One of the problems/limitations of Ralph Kimball's methods is that developers get lured into spending too much time and attention on architectural and methodological concerns. In practice, most reporting solutions do not start their life as a set of "dimensional" marts.

You should also understand that there is no such thing as agile methodology. Agile is an adjective. You can be agile, but you don't do agile.