I pulled out the Mastermind handbook. 🙂
So, the rules go into explaining Plots and Roles and things. Most of the scenarios do hide the Key Person, but the training one does not.
At the beginning of each scenario is a story blurb. The blurb always ends in a question or statement aimed at the protagonists. For instance, the first scenario says, “A girl has learned a secret. And to silence her, some organization has sent out an assassin to get her. There’s also a serial killer in town, and a confused police officer, which makes things worse. Do you think you will be able to defend the young girl?”
This one is very specific, as it’s for a training session, but they do get more vague, leaving the players with more to discover.
Example: “To all young women there comes a moment where you need to fight. And now three such young women stand in the crossroads of fate. The mysterious something that has appeared forces the girls into making a choice. One of them is tired of playing the perfect student. Another sees the exhausted face of her best friend going home from a day at school. One thing is for certain: without the Protagonists, this will end in disaster and pain.”
So, they do get some information to start.