Hmm... Good question. I'm tempted to say "you're all level 1 noobs" since I've never played as the DM before. And yes, story is going to be bigger than the actual rolling.

For character creation, I learned an awesome way to tie characters together at a con. We're going to play a game of "Yes and/but..."

Example: "My character owns the tavern where the adventure begins!"

"Yes, but: Your tavern is going to be closed by the royal bank tomorrow for failure to pay taxes, and my character is te tax collecter!"