Ooh, Midnight! My group and I are having great fun with it.
Hm - YMMV of course, it depends on your style and your group's. To clarify beforeheand, I'm an inductive-type DM, not deductive, so I don't require reading from players before the game starts. Whoever wants to read up is welcome - always with the caveat that what a setting book says may not be actually true, I may be changing stuff to something that makes more sense to me.
Here's what I did for Midnight:
First, we had a chat. Most everyone had heard about the setting and that it was supposed to be a 'hopeless' one. That wasn't what I had in mind, so I told the players that - in my book they'd be allowed to make major changes to the world in the long run. I gave them a very sketchy rundown of the setting in prob not more than these words: Tonkienesque fantasy, much like first age when Melkor/Morgoth was winning. Orcs have overrun human lands, are on top. No clerics for the good guys. Think guerrilla game. Being allowed to make changes to the world was vital to everyone, so once that was settled there wasn't a great deal more talk.
At the time we started the game I believe none of my players had read more than the rules section of the book, just enough to make characters. (We had only one copy to share around.)
I started my party (six players, all DnD veterans) out in three separate kickoff sessions - varying time schedules and coincidences resulted in groupings of three, two PCs and one solo PC. Individual backgrounds and locations varied, but most of the PCs were former members of a recently betrayed and destroyed outlaw band, now scattered and on the run from various pursuing bands of orcs.
Having three splinter groups of lower than wtandard PC strength turned out to be excellent to set the mood of being vulnerable and outnumbered.
(If you wanted to start in a similar way, you could still channel your splinter groups into Crown of Shadows after their separate kickoff sessions.)
In the event, the performance of my splinter groups varied. The three PCs I dropped into the wilderness, running towards a river with a band of javelin-chucking orcs in pursuit, did well and protected each other, no one died. Players' trained DnD reflexes combined with heightened caution and an awareness that this wasn't an It-moves?-I-kill-it! type game worked very well.
The single PC took shelter in a starving village for the night, I had her wounded and with her sword dented at the outset of the game (-1 penalty to damage until repaired, just for kickoff flavour as I told the player, I wasn't going to run a game tracking damage or wear and tear to weapons all the time!). She found the right mix between bravery and wise retreat to survive an attack by a single Fell (who would likely have killed her if I'd confirmed a threat I rolled against her), made some friends in the village, and was on into the next session alive as well.
The third kickoff session with two PCs didn't go so well. I started them off in a town occupied and heavily garrisoned by orcs and goblins. The players pretty much acted like you would in a town in a standard DnD game. Bad call. The first PC died within half an hour, the second survived for another hour and against all probability almost succeeded in fleeing, but was captured when questioned lengthily by a bored orc at the town gate. In hindsight I wouldn't start off in a town with veteran DnDers again (or not without more explicit warning than I gave those two). Newbies might think differently but veterans are unlikely to realise that as armed humans, their PCs are in a place where dungeon tactics and not town tactics apply.
Also (and this might not apply if you run the Big Cross-Continent Railroad adventure Crown of Shadows): In all the sessions we've had I very much follow an environmental approach. PCs have to be careful or they will run into a company or two of orcs - unsurvivable at low levels.
Even when the PCs fought their first six-orc patrols at first and second level, I used the CR2 orcs. No kobolds or dire rats for my PCs in Midnight, but every victory was a real victory and a hard-earned one. Tonight (four players, average level 4) for the first time they killed a six-orc patrol without any of them getting into serious danger. As I said to some of them earlier: when you start running into easy encounters in my MN game, you know you are really someone.
Whoah, this is getting long. Yet, there's one essential ingredient I have to mention because without it the whole mix wouldn't work:
There's no way I could have set the mood I wanted for the Midnight game the way we've achieved it together - it's my players who did that. Two immediately developed a 'hero' stance of their own (and that with a world of broken and dispirited people I run around them! I denied them wise advisors and role models), and by now the others are catching on and getting into the spirit as well. My players are _so_ cool.
