No matter which method you prefer, you can help them immerse themselves into the game quickly and effectively by utilizing their sense of smell.
Writers are taught to tell a story using as many of the senses as possible – sight, touch, smell, hearing, taste, etc. You can do the same. But this does not have to be difficult, or long and drawn out. It can be something as simple as a campfire or a fire in the fireplace for Silver Slipper, Wagons Ho, Camp Run A Muk, or Cattleskull. Or it could mean lighting candles that are ocean-scented for the Hawaiian Holiday mystery game. It doesn’t need to be much. Just enough to help boost the ambiance.
You’ll be surprised how something so little will make such a difference.