If I recall correctly some of the background will be given in the recording of the post season Q&A, but yes, they have played a bit together before they started sharing. The intent to go out with the content was from the beginning, but as I understood Rhi wanted to do a test drive, and even though she did casting for the team it still was no warranty for the chemistry within.
On top of that I would say that each character has some background explaining the relationships picked from the playbooks, things that were kind of prepared out of the spotlight and come into play as a surprise to other players.
But I find both player characters and portrayed NPC rich and interesting. It gets even better in later seasons. You’re up to quite a few surprises and emotional scenes.