We did and it was awesome. Character ideas were generated that kinda amazed my players. We have also done some basic city gen, but have already had three prep sessions and I don't wanna hold off the game any longer.
As for the first session, the characters all do have ties, but that doesn't mean they are ready to work together. So I thought I'd put that in their hands. Thus in a similar manner to how city gen works, I'll have the players do a little "adventure gen."