I've done this in the past and it has worked very well and the players seem to like it. It provides a character backstory before they get started, helps them get an idea of the world, provides knowledge footholds of villages, people and businesses. I send them their characters a few days ahead of time so they can read through and they can ask any questions. If time allows I have in the past run them through solo sessions.
During the first night the players all should have had their characters and read through them enough to know the backstory. I always have connections or hints at things during the session that refer to their backstory.
Next Thursday night I'll be running a session with three, possible four players and tonight I'll be working on creating them. I'm looking forward to actually playing it instead of writing about it.
Sounds fun. Maybe post an example of one or two of them? Love to see what you come up with.
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