For Cypher--presuming you're using the generic, not one of the settings--I'd start by nailing down the gist of the setting.
I'm running Cypher for my wife and a couple of friends, set in "The real world, with weirdness around the edges." I pre-genned ... three characters of all four types in the core book, and offered those descriptions to the players, then went around the table asking a few questions (What's your name? How do you present yourself to the world? {so I have a stage magician, a journalist, and a paranoral investigator} Tell me about a couple people and a place/group, and your relationship to them. How do you know the PC run by the player to your left?) and I've been free-running things since, for ... something like ten or twelve sessions, I think.
My point, I think, is that while the system can be about anything, more or less, you can narrow things down quite a lot in setting up your campaign.