The first session should not lead the characters too far into the story... perhaps they have already made it into the first dungeon, perhaps not (my group took a whopping whole 4 sessions to enter the forgotten enclave).
In the first case... the start of the dungeon is very easy and straightforward, but it can spread very wide in the subsequent forays. On the Paizo boards there is a thread that gives the locations for all the keys. I have also prepared initiative cards for all the monsters in the dungeon. Read the storyhours on these forums.
In the second case... make yourself familiar with the locations in the city. Try to bring also some people into the picture that will appear in later segments (Maavu, the Stormblades), think about the different organizations, their motivations and how they would be influenced by the actions of the heroes.