Playing out a scene that happened a long time ago can also be good fun, but it can also be deadly boring. Because the scene has already happened, the players know that they aren't changing anything (barring some strange time mechanics).
You don't need strange time mechanics.
"After this prologue, if you want to make some adjustments to your character before the first full session, we'll discuss it."
Voila!
This works especially well if, during the prologue, they're playing a "zero level" version of their character, so everyone already accepts that the sheet's going to change.