The first session advice in Blades looks a bit weak to me. How did you set up the first session to make it clear that the setting was up for invention, not just exploration, by the players. Did you do this?
Similarly, what method did you use to establish the tensions, the mistrust, the beefs and the knowledge which led to the initial score?
I think a discussion - not on the mechanics of character or crew generation - but on the establishment of context and player comfort with the environment would be worthwhile.
Cheers.
These players are all very familiar with AW-based games so they have that advantage. Because of this, I don't need to reinforce "fiction-first gaming", "build your characters through play", "provide opportunities, follow their lead", "play to find out what happens", "be aware of potential fiction vs. established fiction" or the general ethos of resolution mechanics, reward cycles, etc.
Beyond that, pretty orthodox Blades I think. Talked about the general premise/themes/tropes/mood of the game and which ones we wanted to hone in on. Talked about "Act Now, Plan Later", "play your character like you're driving a stolen car". Briefly talked about Blades-specific pressure-points, reward cycles, advancements, and mechanics like Heat, gear loadout, the Turf Map, Position/Effect, Flashbacks, phases of play, etc, etc. Picked a setting locale and 3 Factions that would be relevant at the beginning of play. Picked a Crew type with Initial Rep, Lair, Hunting Grounds. Made characters with Vices, Heritages, Backgrounds, Friends, Rivals, et al. Mused over their crew type opportunities table and then just sort of patched together our own. Introduced the Crew that first session.
Next session and off we went right into it.
All good

It's easier after working through a few examples! I'm finding it takes a few look-ups at the moment as I get used to the systems, but that's fine.
Here's something, though. Blades appears unusual in this style of game in that it has an established setting, Duskwall. I'm not saying it's a bad setting.
But, settings - by their nature - tend to get 'owned' by the person with the book. Traditionally, that is the person running the game. And setting ownership runs contrary to the spirit of Blades in which the MC and the players are creative equals. It's just a tiny step from setting ownership to plot ownership - and then you may as well cut your losses and play one of the thousands of systems which presupposes GM authority.
Not going to talk about metaplot. Just going to focus on setting. A couple of quick comments on this and then I'll bounce the ball back in your court to see how you feel about this.
The woes (insofar as folks want to avoid them...obviously you know where I stand on this!) of "big setting" or "setting tourism" are often (at least in part) a byproduct of:
1) Incoherent or mish-mashed themes and a diluted play premise/agenda. Consequently, coherent themes and a distilled, transparent play premise/agenda that is tightly coupled to setting can/does (if working in concert with the below) mitigate/avoid the perils of "setting tourism."
2) Lack of intimate system:setting integration; mechanical feedbacks, reward cycles, attrition, player protaginization.
3) Lack of stressing emergent play/"play to find out" and the difference between "potential fiction (setting) vs established fiction (setting)".
Blades addresses all 3 of those swimmingly. In fact, I think I would posit that Blades does (2) so extraordinarily well, that if (1) and (3) were absent or poor, it would still make it very difficult for a GM to ham-hand or even skillfully impose a "setting tourism" experience onto play.
Thoughts?