Ampersand's answer is a good one to establish all those little setting and character details. You will need these details to set up the first scene, because you'll need something into which one or more of the PCs are invested to use as motivation. A great way to get people on-board early is to incorporate something that they hold dear and use it in a situation that can't be ignored. The only way you'll know what those things are is by asking questions.
Once you've decided what those things are, pick a couple of PCs. Ask one of them where they are and what they're doing. Ask the others why they're in the same place and what they're doing. Once you've established the location, set the scene. Barf forth a little apocalyptica on them to set the tone, then open the scene by describing something that has to be dealt with immediately.
For instance, say you have chosen to open your scene with the Savvyhead, the Chopper, and the Hoarder. You have already established in character creation that the Savvyhead has a junkyard and skilled labor, say Trudy, Minx, and Wild Bob. The Hx round has established that the Savvyhead doesn't particularly trust the Hoarder (who is inclined to steal her shit), and that the Savvyhead has stood up to the Chopper in the past. So I might start this way:
MC: "Ghislaine (Savvyhead), where are you and what are you doing?"
Savvyhead: "I am in my workspace. I'm trying to recondition an old lead-acid battery."
MC: "Jonjo (Chopper), why are you there?"
Chopper: "I think I am there to see if the mods to the suspension that Ghislaine was putting on my hog are done."
MC: "Ghislaine, are they done?"
Savvyhead: "Nope. Haven't even started them yet. But Minx probably has it half torn-apart, if for no other reason than to see how it works."
MC: "Fantastic! And Phil (Hoarder), what are you doing there?"
Hoarder: "Oh, you know, surreptitiously poking through the junkyard looking for delicious bits to filch."
MC: "Heh. OK, so here's the sitch - It's one of those days where it's hot as balls and the humidity is through the roof. Sticky, sweaty, and nasty. The jury-rigged swamp-cooler is doing nothing, and Jonjo's torn-down bike in the corner has made the room smell like gasoline and old motor oil. You've been arguing with Jonjo about getting his hog fixed and have just caught a glimpse of Phil through the dingy window. He's poking around the junkyard unsupervised again, and just as you think maybe you ought to send Wild Bob and/or Jonjo out to escort him from the premises, Trudy bursts in. She's covered in blood, hyperventilating, sobbing, and clutching the remains of what used to be her left ear. What do you do?"
And BOOM! We're off to the races. Trudy is one of the Savvyhead's people, so she will be highly disinclined to respond with "I tell her to suck it up and get her shit together, then go back to what I was doing." Nope, she's gonna want to know what's up. My guess is that she'll choose to
read a person pretty much right off the bat. Snowball off the answers to her questions, hooking the players in as you go. Maybe whoever did this to Trudy is in hot pursuit, and on his way in through the junkyard encounters Phil the Hoarder. If this person poses a threat to the Savvyhead, her workspace, or her people, Jonjo's bike sitting in the corner makes him inclined to help out as well. And just like that you have three of the PCs working together to deal with an issue that can't be ignored.
Another example: In my own campaign a new player recently joined, bringing in a Maestro D' named Bank. He decided that his establishment was basically the last gourmet eatery on earth. In filling out his sheet and doing the resulting Q&A, we established that one of his most troublesome customers was a guy named Ward, and further that Ward was a player in the marketplace, a former thug who scored big once and parlayed that success into a more extensive criminal enterprise. He sometimes supplies Bank with hard-to-find goods, but is the kind of coarse, low-brow clientele that most of Bank's other patrons are trying to avoid. He thinks his acting as a supplier entitles him to special treatment. And finally, it has been established by the other PCs' character creation that a guy named Bingham is the NPC head of the hardhold where Bank's Place is set up.
So in Bank's very first scene, I asked him where he was and what he was doing. He said he was in his establishment, working the kitchen trying to keep up with the dinner rush. This set the stage, and the first scene opened with one of Bank's employees (Turtle, his best waitress) coming to him and saying, "We have a problem. It's Ward. He's being loud. And he's sitting at Bingham's table."
Bank prides himself on the quiet, intimate decorum in his establishment, and decides pretty much right then and there that he is on good terms with Bingham, who occasionally comes down from his abode to dine. Bingham isn't here now, but if he walks in and sees his table occupied, well, Bank doesn't want that. It's a situation he can't ignore, so he goes out to deal with Ward. He made sure to tell me that he set his knife down on the cutting board first, so he's intentionally unarmed. :)
What followed was a great scene in which Bank was very avuncular and disarming. He determined (by
reading Ward) that Ward was well aware of whose table he was sitting at, and that this move was as much for public consumption as anything else. There was tension that escalated quickly, but in the end Bank managed to
manipulate Ward into relocating, and kept him quiet by engaging him in conversation best not overheard. It was a great scene, and in later conversations with the player he said he was pretty much hooked into the story from the jump. Success!
There's one HUGE caveat with this kind of approach, though. You need to start small. Impossible to ignore, but small. DON'T start by immediately taking something away from one of the PCs. It runs the risk of setting an adversarial tone between the MC and the players that can persist. In both of the above examples, I have threatened some aspect of the PCs' crap (the Savvyhead's people or the Maestro D's establishment), but I haven't gone after them whole hog or completely taken them away. Trudy might be wounded or scarred, and is certainly afraid of something, but her injuries aren't life-threatening - as of the opening scene, she's still a useful member of the Savvyhead's crew. Similarly, Ward's shenanigans were nuisance and might have reflected poorly on Bank's reputation, but what I did NOT do was have Ward and his guys come in with torches and start burning the place down. That's too much too soon, and can really make a player feel like you're out to get them from the word "go." Besides, it doesn't leave you any room to escalate in future sessions, which is no good.
Another fun alternative is rather than allowing the PCs to decide where they are and what they're doing, throw them into a situation
in medias res. They're embroiled in a firefight, or at a critical juncture of a dangerous rescue job, or caught in the act of stealing something from someone, or in the middle of what is rapidly turning into a riot in the town's bustling market. Give them the barest framework and ask them fill in the details of who they're fighting/rescuing/burgling/avoiding and why. Run with their answers and give them a hot scene that has them already involved together.
If you can pull off a good first scene for each character (either by themselves or in groups), you can really set the tone for a fun campaign in which all of the players are actively engaged.
Hopefully this was helpful.