As you can tell from a cursory glance-around of these pages, Call of the West is a home-made D&D setting, with its own quirks and lore and the like. I wanted the players to have some grounding in the setting-- while this is their first time West of the river, they would know/have heard about some of what awaits them-- without giving them a huge info-dump. That's why each of the seven players recieved a 3x5 index card, upon which was written a "Fun Fact" about the setting.
Most of the Fun Facts were incorporated into the adventure, and so when the heroes came across a Giant Turtle, the ranger Feer mentioned that they should give it a wide berth; when they came across a mound of gnoll faeces in the entrance of the mine, Filliam recognized it as a form of warning; when the dwarfs of Firepalm mentioned the "wretched cesspool of Hodam", Jarmangle told the others that he had heard of it, and that it was replete with drinking, violence, and whores, and why don't we go there sometime?
Other Fun Facts communicated something about the prejudices the East held towards the West, and particularly the gnollish tribes that wandered the plains. Another Fun Fact mentioned the Bell of Harvest, a delta at the end of the river that is rich in farmland but also the sight of violent territory wars-- setting up a Bloody Kansas sort of situation and further drawing on the setting's slight Western flavour.
I think my very first session was marred by a lot of mistakes on my part-- a climactic confrontation in which all the enemies are defeated by ranged attacks and never come near the PCs was not very thrilling-- and my own lack of confidence in what I was doing. But the Fun Facts really seemed to work and to get the players engaged in the game's world; every player had a chance to speak up and share their Fact, which helped some of them, at least momentarily, overcome their shyness/unsureness. The next time I start a campaign--regardless if it's another custom setting or one from a book-- I'm definitely going to use this approach again.
Anyone else ever try something like this?