But... that's not what I did for my first session of the Wrostward campaign. I started them in the hideout of a secret covenant, with their memories all fuzzy as to how they even got there, and gave them a tour of this weird underground lair. Then they found out the leader of the covenant is a dragon, and the dragon gave them their first mission as new recruits.
Wow! Sounds like every terrible cliché I've ever tried to avoid for the past decade. So what gives?
I know this group pretty goddamn well. Of the 4 players, three of them I have now played with as a fellow player through many 5e campaigns, and as their DM in a 5e campaign and multiple OSR campaigns. I know they have no problem with a slow start, and I have no doubt they will trust me when I try something new, even something slow and unorthodox. If I had all new players, or was trying to teach 5e babies for the first time, I would have never done things this way. It's all about knowing your players, and in this case, I know them well enough to know they'll be fine with this. And likewise, they trust me enough to see where this is going.
Oh, and as for the fourth player, who is brand new to this kind of thing, well... At least they got to meet a dragon. I know I'd feel just a bit cheated if I played Dungeons & Dragons for the first time and didn't encounter either of those things.
At any rate, in a few more sessions, the world is going to REALLY open up, and the players will have many strong plot hooks to choose from. They can investigate any of them, or none at all. Honestly, they can ignore them all and never come back to any of this stuff. I'm going to let them choose the story and the narrative. The only stipulation is: if you want to level up, you have to get treasure, and to get treasure, you have to go into a dungeon.
And when they aren't doing that, when they're mucking around above ground talking to NPCs and hanging out? That's fine, they can do that as long as they'd like. They just won't be getting any XP for doing that. They're not getting stronger.
But their enemies are.