[MENTION=93321]Psikerlord#[/MENTION]: I think it would only count as a railroad if the DM sprung it on the players without any warning. You know, like, "Hey everybody. Let's start a new campaign. Roll up some 1st level PCs ... Everybody ready? OK, now, you're all captives in a drow prison in the Underdark! Mwahahahahahaha!"
If, instead, you say: "Hey, I've got this adventure that focuses on fighting demons in the Underdark. You guys wanna play? Cool. You start out as prisoners of the drow. When you roll up your character, please come up with a bit of backstory explaining how your character came to be captured by the dark elves." - that doesn't count as a railroad, because you're getting your players' buy-in ahead of time.