If the players and GM opt for the world-building approach, the first session should mainly consist of creating the world and the situation the remainder of the game will take place in. This should be done collaboratively between the GM and the players. The GM should come into the game with only the bare-bones skeleton of the crime he wants the players to solve. Examples: "A falsely convicted ex-con is hunting down and killing the jurors who sent him away." or "A teenage boy strangles his girlfriend in a fit of rage, then dumps the body in a problematic location." The players will fill in the remaining details.
The GM should ask the player about several different topics. These topics should include the setting, prominent characters, ne'er-do-wells, major events, history, politics and anything he (or the players) can think of. The point is to paint an extremely comprehensive portrait of the scenario. The GM should be ever-mindful of the details of his crime. He should be filling them in as they become apparent, attempting to make the juciest, most volatile situation possible (perhaps the teenage boy from earlier dumps the body in the town factory owner's pool) For each individual topic, the GM will go around the table asking each player a question about that topic. Once he has gone around the table once (or twice, if he wishes), he will ask a more general or provocative question that the players should answer together. Then, the GM begins with another topic. The GM should obviously ask about topics that will provide details for his crime (For the first example above: "The Trial of the Century took place in this town. Let's talk about it."), but he should probably also include some red herrings and general details he can use to make the world seem more alive, fleshed out, and real.
If the GM is using a pre-made case, no world building is necessary, beyond explaining the world to the players and making sure they understand it. The GM has the freedom to accept player input and change details of the pre-made, but he should only do so if he is prepared to change and remake the details of the actual crime as needed. Otherwise, the players can glean a lot of information from what the GM is unwilling to change. Example: "Hey, can we make the butcher a woman?" "Umm...no we can't.". The player can assume the butcher's gender is important to the case and will probably investigate the butcher and his trysts with greater scrutiny.
- Eh, this covers it. Feel free to edit it into oblivion!
This is a good outline to start with. I think as we run some playtests we'll be able to recognize some common threads that make a good case/setup, and some common pitfalls to avoid. I'd ultimately like to see this section have a series of tenent that, if followed, will give even mediocre players/GMs a good chance at creating an interesting scenario. -D