There is one blanket technique for easing players into Glorantha:
Create Heroes as ignorant as their players.
Now, this sounds really repellent to those of us who want to experience the myriad joys of highly capable heroes, but hear me out. It's actually not that hard to find a logical place to put characters who are well integrated into their background, yet find themselves constantly surprised by the larger world as they meet it--just as their players are.
For example:
There's a bit of Jonatela still under the Ban. (Let's ignore Charg, which apparently has Big Scary Plans associated with it. Start your game in that little bit of Jonatela and let the players get used to the system and the challenges found inside their tiny little "world," then drop the ban. These residents wouldn't know anything about the myriad flavors of Malkionism, have never seen a barbarian, and don't know that people worship the moon.
Who says that all of the islands in the homeward ocean have been visited by Dormal worshippers, or that if they did, that they shared their techniques? Heroes could be from a long isolated tribe with little or no experience of the outside world for a dozen generations. These people have never heard of Orlanth or Wolf Pirates, nor do they remember Waertag.
The Hills of Sartar are wild and deep. There could be a whole clan in a valley somewhere that has left any tribal connection behind, doing its best to hide from the Lunars and succeeding up until the Heroes start making trouble. Whole cults may have ceased to have representation in this clan--perhaps not Humakti, Chalana Arroy, Issaries, Kolat or Urox worshippers. And the Heroes would surely have no idea of the difference between a Dara Happan and a Dinacoli!
And while these introductory areas may be limited, they also offer the Narrator the option of having them be Important: What if the lost bit of Jonatela holds the True Hidden King of Greater Loskalm, or if every warrior in it knows the location of the Three Weapons, or every sorcerer knows a special way of reaching the Adept Plane?
What if that little island retains knowledge of how to experience the Green Age safely, or worships ancestors with perfect knowledge of their lineage back to the First Man?
What if that hidden clan in the hills is the keeper of all the Most Correct versions of Orlanthi myths? Or they can all prove that they're pure Vingkotlings or Kodigvari?
Any of these would make the Heroes as surprising to the world as the world is to the Heroes.
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