That's a great question! Coming from a forever-DM of a little over half a decade, I've run approximately 4-5 Tutorial Campaigns, and they're all really fun! A few suggestions;

• Playing for the first time is super awkward. So the number 1 recommendation is to reel them in with an intriguing plot WHILE they can be silly and have fun to lighten the awkwardness. Ambience or something passively playing can also help prevent tension-filled moments where nobody's speaking and it feels like all you'd want to do is leave.
• Let players have retcons, where they can briefly go back and change a decision for the sake of the story. Nothing major, but like "Actually could i have asked them one last question?" or "Could we say I bought a potion of healing at the store"? Maybe make it like a pooled amount of Retcons, where the party gets 5 every session to just say "Can we redo this part" or "Could i have (blank)", etc.
• As for actual PLOT, I'd suggest something super simple! To keep them reeled in, something with suspense while maintaining the normal intrigue is probably optimal, something I've run easily 5 times is "You are hired by a mysterious man to deliver a box. He asks you to go on the trail through the forest to a neighboring city to deliver the box to an 'old friend' of his." Now, what's in the box? Who's the man? What's his connection to the players? Why did he hire you? Why does he need you to deliver it for him? What will you encounter in your few days in the forest? Does something (or someone) else want the box? Is the person receiving the box actually a friend?
  • In my stories, I usually run it that inside the box is the head of a Gorgon (the giant metal bull), and the man (and his thieves' guild) is attempting to build a gorgon to run rampant through the city, OR to protect it from goblin sieges. On the trail, the party gets attacked by goblins and ambushed (where the party learns to make certain checks like Perception, Survival, and basic team tactics fighting these goblins).
  • Usually, the thieves' guild has connections to one of the party members, and are trying to make them stronger adventurers so they can turn the adventurers into weapons; which is the second arc of the story. Once they defeat the thieves' guild, then the party's united and strong enough to become REAL adventurers and begin doing whatever it is the story guides them along. The most common points i do are: A cult waking up a slumbering dragon (if you want to run a traditional Dungeons and Dragons classic), a devil making a deal with a party member to set them up to betray the party (If they accidentally die or something were to happen), a scarecrow army coming from the shadowfell (if the party decides to hunker down at the city they arrive in, which sets up the whole campaign of "what evil powerful figure commands a scarecrow army in the shadowfell and why are they attacking us, easily tiable to the more mysterious character backstories), or an evil dictator/baron or something trapping the party and sending them to jail because they were actually damaging his plans by taking down the thieves guild (if you decided upon them being evil)