A great thing about the DFRPG is, that you can get your players to do part of that work for you. Create the mystery and present it to them as a 3rd person pre-story. You know, the kind of stories that some novels start with, from the perspective of the first victim of a crime or something similar. That way, you can get your players interested and give a bit of the story away, and then they can come up with a way to get pulled into the story. This is kind of part of the city creation part, too. Let them have a fate point for what they come up with, so they tie their aspects into the story.
Another way to go is to give each of them an individual reason for being somewhere, and then drop something on them, that they have to work together, if they want to get out alive, and this will draw them into the adventure. A bit on the nose, but it gets the job done.
Instead of a threat, you can have a common friend invite them, which is a pretty common way to go as well, but with far less action, of course. You already kind of did this, maybe you can build on that. Maybe one of the items from the last game were cursed or something, and something happened to the collector or will happen to the characters if they don't take care of this second problem.