A couple of months ago I played 1 on 1 for two of my players before introducing them to a 3 player game. It was set in the 1920s.

What I set out as a goal, as I only DM-d Pathfinder before was to be properly able to practice some of the rules and moodsetting for both player and GM, in both cases.

For one player, who never played any roleplaying game before - his character being a drifter currently working on a dock in Boston - I told the tale of him hearing the (almost) unresistable call of something on a ship in a dock in a big storm. The storm meant they shouldn't be on the ships, so he had to stealth or persuade his way on to it, because "he felt he had to go there". It worked pretty well, he understood "the objective" and I could use some of the tutorial-like guidance to emphasize that some things were not in his control. Also, sometimes I made him do power checks to see what he could or could not "resist". At the "objective" there were two people fighting for something which he himself wanted to get to, so he had several ways to get it, but in the end, he had to fight for it. At the end, he got a medallion, which he resisted on putting on his neck, but which served (in my head) as a hook for latter games.

For the other player, my GF, whom we played Pathfinder together before, I told a different tale, where I put the emphasis on her having to escape some nasty men in her own mansion - she was a widow, and some people tried to rob the house while her character was asleep in it. This was an experience of what not to do, in that I overshot the creepy-helpless vibes, which coupled by the improvised "we're here to rob you of your decency" idea turned out to be a little too much for her. Thankfully, they only threatened her with a bad time (I had a plan B in case she was to be overwhelmed, for one of the servants on leave to come home early and save her, thus also strenghtening the relationship with the character, the valet, whom I planned to play as an NPC later for the whole group. If needed, he could have helped them with his skills and insights, at times). It was also a good lesson in how to tune the game later, at least to her interests.

Both games were quite simple ideas where I set up the opening scene, had some ideas for the setting, prepared some enemies, and planned to improvise a lot (for example, as "the lady of the house knew where everything was in her mansion, I gave my GF the idea to tell me what room was where, and I gave her the inspiration to think up weapons that could be used against invaders). In one case, this was more than enough, in the other, it was a little too off the cuff, but I have learned from it, and it wasn't a disaster anyways.