THE MOST IMPORTANT SESSION OF YOUR GAME IS THE CHARACTER BURNING SESSION. The players (GM included in that) HAVE TO — HAVE TO — create their characters together as a group. Doing chargen as a group is really NICE in other games, but it’s essential in Burning Wheel.
A Burning Wheel game is driven by the characters’ BITRs: Beliefs, Instincts, Traits, and Relationships. Those things define the characters, and the characters define the game. If the group has done its job in the character burning session, all the GM has to do is throw a match on the fuel at the beginning of the first session of play, then sit back and watch it blaze.
The characters’ every BITR for every character needs to be packed full of explosive potential. This thread at the BW forums is a great example of working up some beliefs to where they really sing. But, more on Beliefs later… this post is about that crucial first session.
While, as a GM, you can have a general idea about the sort of game you might like to run, doing character burning is really also world burning, especially for Burning Wheel. Creating the characters and fleshing out the setting as a group really empowers the players and gets them invested in the game. As a side benefit for GMs, it also takes a lot of the burden of coming up with a campaign setting off the GM and spreads it around the group. For those of us who are more “old school” in our approach to GMing, it can be unnerving and a little scary to give up that power. But, the amount of player buy-in you get from such a setting far more than outweighs that loss of “creative control.”