First session hurdle/issues (possible spoilers)

I went through creating the characters with the players and talked about the setting with them, but I ran out of time to do the "a day in the life of....." (yes I know BAD MC!). Although I was able to get where they are based, the characteristics of the players (or what they supposed to be), some interesting things that the characters (as said by the players) have done/seen (e.g shot someone in the head after harassing the player, rival hold, player swindle rival hold [don't ask how], wolves invades hold at night ) as well as a couple of NPC with links to the players.

Do you think this is enough information to start creating a front or shall I wait until the next session before doing that?

Do you?

If you have enough context and the world is painted enough to can see where the threats lie and who might be involved, sure. But if not, definitely wait to find out.

Kind of the same answer as Ebok, but basically: if you have a burning idea for a Front already, by all means create it. If not, there is no reason to do so -- you don't really need to worry about Fronts for the first few sessions of the game, and there is no need to rush into them.

You could definitely think a little bit about Threats, though -- like take a moment to think about each NPC that you know about so far, and ask yourself what their deal is. How might they threaten the PCs? That sort of thing. I wouldn't worry at all about forcing any decisions, but if something jumps out at you while you're thinking about it, by all means start building some ideas around that.