Progress.
I have decided the players are going to be based in Sharn. The game opens with them each getting hired on to a family-owned and run security company who is expanding in hopes of catching the eye of House Denith.
As a point of contention, the family is being harassed by members of house Tharashk. There is some (as yet undecided) bad blood between the two 'factions' and Tharashk is trying to bully them into joining or disbanding.
The PC's first assignment will be as guards posted to watch over a shop who's been suffering a rash of break-ins. Nothing overly valuable being stolen, but the damage is getting costly to the shopkeeper.
As a secondary plot, they'll be approached on their way to their post by an attractive female who claims that she's lost her pet. During their watch, they're going to see said pet (being carried off by some mischievous race, perhaps, or maybe being chased by something else...), and they'll have the option to save it, or not, with possible ramifications either way.