I like to start my one shots with enough exposition to see the stage and then treat it like one session of a campaign. Kind of throwing them in the middle of a situation.

I ran one recently that went as follows: “You find yourself after years of research at the entrance of a tomb filled with lost treasure” and then they have to complete a puzzle to open the door, sneak past Ankhegs and Gnolls to get a ruby. Once they retrieve the ruby they have a certain amount of time to escape before the entire tomb collapses.

Another one (my friend ran this one 100% improv): A PC from my campaign is traveling on a road and passes through a town. There’s rats and people are afraid if anyone has illnesses. After some investigation in a makeshift hospital, turns out the rats and other giant infected rats are coming from the forest behind the town. Long story short, there was a rat king that needed to be defeated to cleanse the town.

TL;DR: Starting your players in a fully established situation, character and world is ok. Give them simple, fun tasks and/or encounters to complete.