Our PCs:
Dwarf Fighter
Half-Elf Bard
Gnome Rogue
Elf Wizard
For our first session, I ran the players through some quick individual vignettes. Each vignette revolved around an investigation the character's were conducting. For instance, the Dwarf Fighter is investigating the murder of his uncle. The Bard is trying to prove her friend's innocence before he is put to death for murder. The Gnome is looking for his lost niece the the Wizard is trying to put an end to the influx of Shiver into his neighborhood.
Each character finds out that directly (or indirectly) Gaedren Lamm is responsible for their problems. They each have reason to suspect that Lamm will be attending a celebration in Midland. The King had married and the royal couple would be making an appearance for a large celebration to be held in the shadow of Castle Korvosa. My plan for the festival was to foreshadow a few NPCs that would become important and to give the players a brief introduction to Pathfinder Rules (the players were all new).
The festival included such entertainment as a fencing competition put on by the Orsini Fencing school and short 2 man play written and directed by Pilts Swatsel. The play was cut short by the Korvosan Guard who considered it indecent.
The PCs all had their own motivations during the festival. The rogue was searching for his niece in the sea of Lamm's Little Lambs, for instance. Some small combats broke out here and there from the PCs. Most of it was small fights in alleys, and none were discovered by the Guards.
The PCs also experienced the Hellknights and their heavy handed execution of the law.
The festival was broken up when BlackJack appeared in the crowd to stop a group of Hellknights from inappropriately punishing a merchant who broke out in song without a public performance permit.
The PCs all hit a brick wall in their investigations during the festival. Without Lamm, their lives were all effected in a dire way:
The Fighter knows Lamm had his uncle murdered but can't prove it.
The Bard's friend was put to death for murder even though the Bard figured out it was Lamm who was the real murderer.
The Rogue and his family are destroyed when he failed to get his niece back from Lamm.
The Wizard sees his friends and relatives getting addicted to Shiver and he feels powerless to stop it.
That's where we ended the session. Next session will pick up 5 years after these events and they'll all find the Harrow card in their possession.