My players are friends of a long time, except but for one, a recent friend of mine who have played only GURPS before.
Before we started to play as a group, I did a little roleplaying with each one of them, so everybody could settle better with their characters, as well as myself as a GM. So, when the game really began, it was relatively easy to make them go along. They looked for the NPCs without problem; it was me who got a little overwhelmed with the information to present (describing the fall, the cave where they woke up, the npcs around...), but they kinda helped me asking question about the place and other things.
As for the attack during the festival, they witnessed everything. I made them interact a little with the action, running from some place to another. When we stopped to play for the day, they seemed to like it.