Apprenticeship is a good way for budding heroes to gain the skills and experience they need to become the stuff of legends. Every first level wizard had to learn their first spells from some teacher; every beginning fighter had to have someone show them how to swing a sword and fire a crossbow.

Rather than assume this is background, completed by the start of their first adventure, you could run an adventure with the players playing characters who are adolescents still in training. Give them stats and skills a little sparser and lower powered than a typical beginning character, and assign them mentors and tutors. Young thieves could be part of a guild, young superheroes could be juvenile sidekicks learning the ropes, young spacefarers could be the high-tech equivalent of military cadets or civilian scouts.

They get taken along on some adventure by their seniors, as a sort of training run. It's all good fun, with the teachers taking most of the risks and showing off their high-level prowess in the field, while the apprentices mostly watch and contribute a little bit as they can. Until something goes horribly wrong and an accident or hostile encounter kills the adults, leaving the youngsters to fend for themselves in the wild...

And if they survive this, they might get enough experience to elevate them to the giddy heights of a starting first level character.

Transcript

Luke: You can never be redeemed for what you've done.
[SFX]: wmmm...
Luke: Billions of people have suffered and died under your yoke.
[SFX]: wmmm...
Darth Vader: Your hatred runs deep. You are powerful in the Dark Side. You would have made a good apprentice.
[SFX]: wmmm...
Luke: Your lack of empathy is your weakness.
{beat}
{Vader Force pushes Luke into carbon freeze pit}
[SFX]: Push!
[SFX]: ssssssssss!!!... {steam rises from the pit}
Darth Vader: Your lack of strength is yours.