I'm a somewhat experienced player and I "picked up" Rime of the Frostmaiden in a very legal manner and am going to run the adventure for my group. I've done an aborted Eberron campaign in the past but I stopped because I ran out of schedulable time to play.
Hell yeah, session 1 train gang! I had mine realising they were caught in the middle of two entirely separate train heists/robberies that happened at the same time and figuring out how to react to the different factions involved.
I think if your players said it was fun then your players definitely enjoyed it :) I do understand that feeling of not being able to believe them though; I felt that for most of my first campaign for sure.