I started one game (Werewolf: the Apocalypse) off with all the characters waking up in free fall from a plane. They had no parachutes.
(For those of you who don't know, it is very hard to kill a werewolf in that system, so long as you decie the damage from the fall isn't aggravated.)
When they collected themselves from various states of damage etc. They had a common goal.
Find out how they wound up in this position.
Maybe get revenge.
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If I were you:
I'd give your players parachutes and skip rolls to see if they can land near each other or successfully open the chutes for this intro. Just gloss over the details.
Drop them off in a hostile area or in the middle of nowhere.
Start your game from there.