Session 0 is a concept that's emerged relatively recently in the world of tabletop rpg's. It's possibly been around longer, but without the moniker. In concept, the GM (or DM) lays down the no-go topics for the game, describes the main overarching theme (if any), and introduces the game world to the players. There's a critical transaction that occurs here: the GM offers, the players must accept. Without this buy-in, it doesn't matter how great the GM is, how detailed their world, or how clever the plot twists are. The players are the audience and the GM must capture their interest immediately, for unlike movies, books, or TV, TTRPG's are an investment of many dozens of hours.

Player buy-in is a challenge. I've seen votes cast in Session 0 for who will be the GM, what system to use, the setting, and the themes, but these are rare. Typically, GM's rule by fiat because... well, hold on let me pick up my shield here... most of the players can't or won't put in the investment to the story. Some players like the "railroad" story where the events are linear and spoon-fed to them. They just roll dice and level up characters, like a video game. That's perfectly fine! I'm not disparaging it. Other players want the sprawling chaos of branching choices, the open world, and a talented GM to adjust on the fly. 

The issue here is that Forged in the Dark games require player buy-in. It's a "fiction-first" style where the game is a conversation between the GM and players. Without player buy-in, the game is really just a one-man theater production. 

With Aesir, I need to draw the players in immediately. I firmly believe the concept that inspired the game is tantalizing to any RPG player, but that's still not enough. I needed players and GM's to feel ownership in this world, in their world, in their version of Midgard. This is where the "Truths" from Ironsworn came in. What a beautiful concept!! I've never seen such an elegant way to purchase player buy-in right at the start. I knew I had to have this. I couldn't just plop the concept down into my rulebook though. It needed to be woven in. 

Here, the Episode structure lent itself beautifully to a second concept: connecting the Truths to the Factions. Each Faction is tied to a Truth.  From here, each Episode is tied to a Truth. Now you have a faction for each Episode that the players chose! With four Episodes to a Book, and 3 Books to a Series (just like the show), the players would be able to have an immediately direct influence on the narrative and the world.

This is how I garner player buy-in with Aesir: The Last Avatar:

1. Players make a Hird
2. Players make characters.
3. Players determine their Themes and Truths.
4. Players determine the main character, secondary character, and Truth for each of the first four Episodes.
5. Players name the Episodes whatever they want.
6. The GM assigns the corresponding faction and the fiction weaves itself from there behind the curtain.

I'm attaching some handy Episode Pages for Book I. These should help the group get started during your Session 0.