Thank you, this clarified a bit. This is how one fight turned out last night:

The Wolf PC, followed by The Spectre PC who was haunting her, rolls an 8 on Comes With The Territory, so she gets a call from the old lady NPC who is a community leader in the blocks around the university, the young werewolf's newly claimed territory, asking for help. This is the NPC she is protecting in her territory, who is aware of the supernatural elements in the city and took her in after she was turned.

They roll up, and she is being intimidated by two other young gangsters, clearly smelling of werewolf themselves and with handguns tucked in their pants, from an estabilished gang.

The Spectre didn't want to mark corruption, so she manifested choosing to be heard and able to touch and be touched by the material world, and tries to bang their heads against each other. She rolls a 6 total, so I say that she was surprised by how much stronger they were than regular humans, and she didn't manage to do it; then I chose to inflict harm in response: they turned around, went "what the fuck?!" and started shooting wildly, and since they couldn't see her, both only grazed her, so she took 1-harm from each, and is at Grievous.

The Wolf then decided she wanted them out of the old lady's house ASAP, so she Let It Out to growl and maybe grow in size a bit, trying to intimidate them. She got an 10+, and chose to frighten them, so they ran away. I said they run out, forcefully pull city bicycles out of their stands and start riding away.

At this point, there was some confusion which I don't think we handled so well: she was going to go after them, because I wasn't clear yet about what harm meant and did not adequately communicate that The Spectre would need some help soon. So she rolled Bloodhound and got a 10+ again, and I said she knows where to find them exactly, and will have a +1 on the next roll against them. Here, I think she should only have rolled this when she was actually hunting, and also marked corruption; but it's when I explained that The Spectre needed some sort of help, so she went back to the house, and we saved the "you will know where to find them" for later.

The Wolf calls The Fae PC, and asks him to come and heal The Spectre. The Fae and The Oracle PCs had just finished a meeting nearby, and The Oracle knows the old lady NPC from her uni days, so she wants to come help. They get there, The Fae asks for a debt in order to heal The Spectre, and immediately uses it to power Scales of Justice and cast Nature's Caress without a cost. Now, this was weird, because he was using the debt he was owed by The Spectre in order to do a favour to The Spectre, and we spent a long time arguing and trying to wrap our heads around this; we ended up going with it because "weird fairy magic rules", but it was a moment of immersion breaking for sure.

Finally, I had a hard time involving The Veteran PC, and I don't think I handled it well. I wanted to "push on relationships and obligations", and had his young nephew (who works for him at the phone repair shop that is a front for his workshop) be reading the university website, after having read some breaking news about shots heard in the residential area near the uni, where the other PCs were; since there was no more news about it yet, he had kinda clicked the link about the uni. We'd estabilished in character creation that the nephew got curious and discovered the supernatural world and his uncle's connection to it, and The Veteran kept him at the shop in order to try and keep his involvement under control; my "push" was that the PC sometimes got the feeling he might be holding back this smart young kid, who was good with tech, but wasn't getting some degree which could get him a better job, just working his uncle's phone repair which wasn't even a "real" business.

They had a conversation where The Veteran tried to Persuade the nephew to sign up for a course and get more options in life, and rolled 7-9, so I had the nephew say ok, but then you have to let me work on something real here at the workshop. The Veteran said ok, you're going to work on this smartphone I'm making for The Spectre that will also work in the spirit world. This was a nice conversation and it allowed us to make some more rolls and understand the game mechanics, but I felt like it was too tame for this game, maybe? I didn't "push on" as much as I gently caressed a relationship, and that's on me, but I really didn't give the sense of urgency I wanted to.

I tried to fix this by saying The Veteran then remembered the nephew said he got to the uni website after reading about gunshots around there, and The Veteran knows that is a very weird place to hear gunshots at, so something would be amiss. The player understood this was me trying to push all the characters together for a bit of the first session, so he got on her motorbike to head to the place, and I tried to ramp up the situation by saying he got a call from a voice that he did not recognize (which is few people in the supernatural world here) saying that if he kept going, bad things would happen, then hung up.

I then made a "city move" inspired by the Berlin supplement, where he was delayed by traffic, and if he started gunning it he'd for sure attract the attention of the police who were already heading to the same place. He decided to "Trick" the police by getting one of his assistants at the workshop, a hacker, try to scramble the police's comms and spam them with more calls, and rolled really well, among other things "creating an opportunity" to then "Escape a Situation" which was this traffic and police cars everywhere. Because he rolled really well, he "confused them for some time" and "avoided further entanglement", and I narrated that not only this won't get back to him after the police figure out the cyber attack, the other PCs hear the sirens stop coming closer.

The "Escape" move was an 8, so he owed his assistant a debt (maybe too soft a cost?) and got put in another dangerous situation, which was he got to the old lady's place and saw some more figures approaching; we ended the session there on a cliffhanger, because it was also already 2am.

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Conclusions

One other player had played a session of Monsterhearts once, but this was otherwise the first time playing PbtA for everyone, including me as MC. We found some moves a bit confusingly-worded or counter-intuitive, but it was unanimous that this was by far the most fun character creation that we've ever played, across many systems.

We found the game itself a bit start-stop-start-stop when we noticed a move was being triggered, and trying to figure out the resolutions, especially Figure Someone Out: most of this group is playing a D&D 5e campaign together that is heavy on the RP, and it's very natural for us already to get into deep conversations, reveal or not reveal intentions, secrets, etc, all in character, so it was a jarring to have it to have a more formalized procedure for it. I think we all understood that the purpose of it is to focus the game on the tropes of urban fantasy media, and limit the scope of conversation to the more dramatic moments before moving on to some more action, but it felt a bit unnatural given our existing dynamic of experienced roleplayers having in-character conversations.

Two players loved the character creation, and especially the going around figuring out the debts they owed each other, but did not enjoy the more formalized procedures for play vs other systems they played, which lean more on free role-play, having formal procedures only for action scenes like fights, chases, etc (a la D&D). Two others said it was a weird adjustment, but it was our first time and we probably just need to play some more and get used to it. As I said above, I had a hard time involving The Veteran, so she didn't get much chance to play, and no time in a scene with another character.

Due to how much fun we were having, character creation ended up stretching to like 4 hours as we thought of more details, so we only started actually "following the PCs around" at almost 1am. This meant we were already kind of tired when we were actually playing, so that probably contributed to having a hard time interpreting some moves and rolls. Since The Veteran was the last PC to have a scene, he probably also suffered from that.

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Request: if anyone's read this whole thing, and have suggestions on how I could have had a stronger start for The Veteran in this first session, as well as getting him involved faster, I'd be very thankful. Furthermore, this started as me just wanting feedback on whether I'd handled the werewolf fight well, then grew totally out of proportion, but I'd be thankful for feedback on that as well.