One good example of an intro to the setting is available as a pdf here on the site:
http://www.tekumel.com/gaming_tools.htmlStarting off slow and working up is a great way to go. For most people there's too much to absorb all at once.
One of the original approaches from the early days of Tekumel gaming was have have the players be "fresh off the boat" -- barbarian tribefolk, forced to take refuge in the Empire. They could learn the setting from the outside a bit, and as foreigners, wouldn't be expected to have proper manners. This can be tricky though, since such people are the lowest of the low in Tsolyani society, not just expendable, but not really even human. One group that did this pretty successfully had a whole tribal group as a pool of potential pc's. Having the tribe to protect and support give the players a focus, and also a pool of individuals to draw from as their characters were all too often killed in the street for offending a warrior, or impaled for petty crimes, or used as cannon-fodder in raids or under-city expeditions...
One way to do this without quite as much grim-and-gritty might be to have the players arrive as personnel on a storm-lost ship. They might have a letter of introduction or some connection that would give them some limited status. Their goals might be to make some deals and raise the cash to get their ship repaired.
Another popular approach is to start the pc's as members of a group. Clan-cousins is most popular, but people some have them as all staff of a temple or all soldiers in a unit of a legion. Especially with clan-cousins, you can have them be from a distant rural clanhouse, so they're rubes, and aren't expected to know much when they arrive at the big city, but they have a clan so have support and a social identity.
The campaign called "For Love of Golden Sapphire" used the clan-cousins approach, I think
http://www.guildportal.com/Guild.aspx?G ... bID=381858