To finally answer your question, yes, it's a little easier, thank you. :)
Anyway, after struggling with the story for a while (hence my absence), I had an epiphany: you guys already wrote it. Each character has a hometown in a completely different setting. If each town had some major continental issue, like orc slavers up north for example, we could justify visiting each of them. Then, we could have whole story arcs for each character, and the player would get to be GM of his respective character arc.
What's still tripping me up, however, is the initial trip out. We can timeskip everything else, but not this one. That means I gotta think of stuff for us to do - unless your characters do that for me. Feel free to create NPCs in that endeavor.
I'll be posting soon, after replying to various PMs. :P