[I came up with this idea about three weeks before I used it, thanks to a blog entry on Neil Gaiman's blog that mentions the UK version of "hide and go seek".  Most of the framework here was mocked up about two weeks out, and the last second-touches were added about three hours prior to the game (!) as I wasn't fully expecting having to run.]

Rhyme (used in hide&seek) uttered by half-mad child survivor of attack.  Mayor/Lord [Turns out to be merchant guild by the time I ran this]  gets PCs together as that particular caravan was guarded by his best men.  Too odd for them, so collected various "odd types" to look into it.  Prestige, power, glory, money.  :)

Important things
    - make sure one PC is knowledgeable. 
    - make sure PCs feel obligated to help, largely because they're the only ones who know this sort of thing.
    - make sure the answers aren't too damn obscure.
    - make sure PCs feel empowered - but not cocky.
    - make sure the PCs understand the importance of *story* (gee, the "big bad" might get away the FIRST GAME).

[I tend to write these out fully ahead of time... but often they're the last thing I write.]

You have not seen the eye in years, but it appears now, in your dream.  You stare, helpless, as the scene inside its eye plays out before you.

The campfire's burning low.  The wagons of the caravan are encircled, the meal is done.  He is the only child there,  and obviously bored and tired.  His mother is hugging him, saying "Go to bed.  I'll tuck you in in a minute."  He scampers up into a wagon, into his pallet, the rough wool blanket pulled over his head as he play-hides from his mother, ready to jump out and scare her.

He hides, smiling for a minute as the sounds of his parents and friends talking around the fire, in anticipation as his mother starts to climb into the wagon... until the laughter turns to screams, his smile to a mask of fear,  and the blanket becomes spattered with his mother's blood.

The eye blinks.

Hobbiton-ish - a smallish idyllic town  [I forgot to name the town!  Holy crap!]

- Children playing in main square under the watchful eye of the red-clad city guard
They're playing a variant of hide-and-go-seek
    "Coming or going/ready or not/keep your place/or you'll be caught!"
Decorations are going up for Inari's Night, which is in a week.
small hints of problems :
    "What do you mean, there's no spices?  I expected them here a week ago!"
THe person who calls them in front of the merchant's guildmasters is an underling (Uvares).  He's portrayed as a serious lackey, very subserviant and treated as if he's lesser than everyone else.  Enough so that those who think that might be acceptable still get thier hackles up.

Meet the merchant's guild masters - have the situation explained to them
    (city guard won't do - they're for the city - can't reach outside the town)

[The personality of the guildmembers - or at least one of them - started coming out here already.  That implies, in turn, certain things about the rest of them...]

Gather info
PCs can interrogate child - Coming or going/ready or not/keep your place/or you'll be caught!
    child reacts STRONGLY to snake-type things


[Ihad to make this stuff up on the fly - I never thought about using "remove fear".  That's what I get for forgetting that I left cleric spells alone...  as usual, a two-bit minor encounter involving a minor has developed into a major plotpoint.  Still, Pes is turning out useful...]

Remove fear - Pes is name

PCs are shown what evidence remains (tooth marks)
attacks happened at dusk or dawn
attacks happened south of town - PCs can scope out area
attacks happened to camping and traveling caravans
Find old legend of Bardric the Swift who was slain, but his bumbling companion, Puh survives in his red shirt - they were attacking Danmunos, who were slaughtering the animals at night

FInd in the lucky whistle (see town)

[The whole description of the Lucky Whistle (bardic library) was likewise on the fly.  I'm rather happy with it - and it gives the equivalent of Giles' library without either being free or one PC's sole possession.]

Perhaps a religious folklore - "the curse that passed over those who lay in thier beds"

PCs (hopefully) formulate some kind of plan

"You scared him!"  "Wasn't trying to"  - Brig & Adam
"Mommy doesn't go nyeah."   -   Brig
"Great.  We're listening to the babbling of the 5 year old."  "Got a better idea?" - G & A
"That's a clergy thing."  "And you wouldn't understand." - G & B
"If I must, I must." "You must."  - G & B
"Are you afraid?" "No, but there's a warm bed upstairs." - A & G
"What more information do you need?  We're here, they're there, let's go get them." - A

Like all good monsters, the baddies attack when PCs do thier plan
If PCs do NOT make plan, fourth nightfall after they're tasked, the monsters wander into town.  [If you knew some of the people I play with, you'd understand why that provision had to be anticipated]

A strange figure is seen at the edge of bowshot.  If *shot*, will leave some physical evidence - a bit of red shirt - , otherwise escapes leaving only a tantalizing impression of a pale face and long, black hair.

- are there any sounds - G

"Donate half on the behalf of the church.  The broken half." - A
"You thought the five year old was making it up?" - B
"What else is a five year old gonna come up with?"  "I killed my family!" - G & A
"Why couldn't it be follow the butterflies?  It had to be snakes." - B
"Anything that's big enough to be thier prey has gotten out of here.  Except for US!"- B
"That's why the tent has a sign that says `Faith'." -B
"What's your name?" "It's not faith!" - A & B
"Momma's got a new pair of boots!" - G
"I don't think eel baloney tastes very good..." - B
"Breathing horses.  With whole necks.  That haven't been torn out." - B
"Why don't we go to the tavern first before we see the Mayor.  That way we have plausible deniability."  - A

A private celebration with the merchants, an ongoing deal is struck (whether the PCs want it or not).  No trace is found of the mysterious man... but who left that window open?