There are a couple of routes to go, and if your group is open to it…try a few.
I would drop them into a situation, as opposed to letting them explore their way into it.
Last night I made the mistake of playing a one shot as a typical first session for me. First sessions are about getting to know the world. One shots should be Like a 90 minute action flick. Short on characters not who are in diffract conflict with the protagonists.
That said, many of the adventures in the books are pretty interesting, and have the right tempo for one shots.
But also remember, you may accidentally make your one shot into a campaign. In fact that is how I think most campaigns begin. “Hey let’s try this, oh this was different…and my character was fun, lets keep on playing.