A few years back I adopted the practice of prologues – or cutaways – at the openings of my sessions to help establish the events that were responsible for starting the plot moving, while providing some background details about the activities of the antagonists, and in general for signaling the beginning of the session and easing everyone into the game.
But I also find it a useful vehicle for letting the players see the impact of their characters’ actions on the unfolding plot. In fact I find this is good for balancing player expectations, for while they are the protagonists of the story, even they must have set backs if their victories are to be truly meaningful. In return – even if only at a meta-level –the players get to see the results of their efforts, and know that they’re having an effect upon the story, even if their character thinks all hope is lost.
Just remember that you’re working with someone else’s fantasies, and that you should keep an open dialogue with your players about what an appropriate losses/risks might be, as there can even be disagreements over which supporting NPCs might be fair game, so you might be surprised at the varying level of deal breakers that your players have.
After all, the principal aim should always be for everyone to be having fun.