"The milieu for initial adventures should be kept to a size commensurate with the needs of campaign participants -- your available time as compared with the demands of the players. This will typically result in your giving them a brief background, placing them in a settlement, and stating that they should prepare themselves to find and explore the dungeon/ruin they know is nearby. As background you inform them that they are from some nearby place where they were apprentices learning their respective professions, that they met by chance in an inn or tavern and resolved to journey together to seek their fortunes int he dangerous environment, and that, beyond the knowledge common to the area (speech, alignments, races, and the like), they know nothing of the world. Placing these new participants in a small settlement means that you need do only minimal work describing the place and its inhabitants. Likewise, as players characters are inexperienced, a single dungeon or ruins map will suffice to begin play." - E. Gary Gygax, Dungeon Masters Guide, pp. 86-87
Finding this passage in the DMG was like a lightning bolt for me, back in my early days as a DM. It's sort of tucked away in the "flyover country" between combat and the magic item descriptions, but I poured over those pages endlessly. In fact, it's still my standard "go to" scenario for starting a new campaign, and one that I plan to be using in a week and a half when my new Erseta campaign begins. Good stuff.