On another forum I read about a way to start off campaigns once that struck me as excellent and well off the beaten path. Describe a situation - say, a busy marketplace in a small town, where an execution is about to be held. The delinquent stands on the scaffold, guarded by some watchmen, and a small crowd of locals and travellers has gathered to watch. Then let the players decide who their characters are in that situation. A Fighter might say he's a watchman, here to oversee that everything goes well; a Rogue might say he's mingling with the crowd, looking for easy marks, or he might actually be the delinquent; another player might say he's a messenger who has just arrived to stop the execution because new evidence has turned up, or he's simply just arrived in town and surprised at what's going on, and so on.
Basically come up with a situation, paint it in broad strokes, and let the players decide who they are in the context of that situation. If there's no readily apparent way they might find together as an adventuring party, prepare some sort of outside event that disrupts the situation that they can react to. It's a good way to introduce early interpersonal dynamic, it gives everyone a general idea of who everyone else is, and they can still all say "I'm in a tavern somewhere, the execution (or whatever) doesn't really interest me."
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