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You can always do scenarios from earlier. It isn't perfect for continuity, but you can "go back in time," so to speak, and play earlier scenarios despite having played First Steps and having been introduced to Faction Leaders who weren't around back then.
If the players belong to factions that didn't exist, yet, they "default" to other factions for purposes of Prestige Points. For instance, I, Lanlis, have completed a few pre-season 3 scenarios but take my orders from the Sczarni. When there aren't Sczarni missions, I just do Taldor missions. (Who does what missions is explained in the PFS Guide)
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Just because you're handed a mission from Baron Jacquo Dalsine doesn't mean Lady Morilla doesn't exist. It just means she didn't magically have something for you to do in the place you were shipped off to only moments ago; but someone who is related to your faction did. Perhaps she owed him a favour, or maybe he was just quicker on the draw. Mission fluff is variable, from what I think I remember reading somewhere. Expecially so during "mission conversions" in Seasons 0-2.
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There is a storyline progression through the scenarios and seasons - stronger in some than others. If the suspension of disbelief required to hop around the full range of seasons in no particular order is too much for you or your players, then playing in a rough progression from the start of season 3 is probably the best way forward.
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Here's a link to a post where someone has a Season 0-2 handout for faction missions. I've decided to use this for my players now even though they are well versed in the faction conversions already.
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As far as I know, you can make up just about anything for continuity sake between the faction leaders. I don't think there were any explicit stories on the change of power and the addition of the new factions. I could be wrong about this as my Golarion history roll is only a +3.
You could look at the changes from season 2 to 3 as being, the people giving the missions from season 0-2 are subordinates of the new faction head, or that the current faction leaders are working with the faction leaders from season 0-2 and share the same goal. Most of my players wonder why certain factions were paired up with others for the early scenarios, but just go with it except with certain alignments (LG) and factions (Silver Crusade) not doing the mission given by the Andoran faction leader.
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The change, or removal, of Baron Jacquo Dalsine & Pasha Muhlia Al-Jakri is explained in scenario 2-21, The Dalsine Affair.
As it is, just explain to your players that there were some major changes to the Pathfinder Society friends and allies list during the Shadow Lodge War during Season 2. Previous to that, some people were important to the Society, but some of them got injured or implecated during the Shdow War, and had to go on sabbatical.
Unfortunately, as a player in PFS, you can be subject to a little bit of time travel. Due to that, you will sometimes receive missions from different faction heads, depending on when you are experiencing the mission.
Just consider the difference in characterization between Grandmaster Torch as Shadow Lodge faction leader, and his appearance in scenario 0-01, The Silent Tide as just a semi-random information broker.
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There’s another option I hadn’t considered until I saw Master of the Fallen Fortress was also a good introduction to the Pathfinder Society—albeit more loosely than First Steps.
However, since there is no real descriptions of who the PCs meet during the Conclusion I could simply introduce the PCs to the Season 0 Faction leaders!
It’s not ideal, but it might work as a compromise.
I ran First Steps to my relatively steady group of players and most of them were playing in Pathfinder Society for the first time. Later when I played earlier scenarios I explained that the PCs were fulfilling favors for another faction. It meant that their faction would get something else in the end.
I found they didn't particularly care if the faction head suddenly changed in an older scenario. They were the new hires doing what upper management told them. All that mattered was someone important told them to do something for a faction. It just happened to be a different person than usual.
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I also found most players aren't too worried about the continuity of the Venture Captains if they are told of the story line and the time frame that they are dealing with. I am also starting my group back with season 0 and they haven't mentioned once the fact that they have different VC's. They have asked about doing other factions missions though and once being told about the chronological order etc they were fine.
Matt Clay
Pittsburgh Area VC