Well, since I'm running my campaign in the Wilderlands of High Fantasy, one of the first Dungeons & Dragons settings alongside Blackmoor and Greyhawk, I'd say I'm running a quite classic campaign.
Story time: in one of the sessions PCs were lost on third level of the dungeon (equivalent to fifth level), low HP, expired resources, no spells, chased by a pack of ghouls, bunch of traps, no known way out (they stepped onto a teleporter without knowing where it'd take them).
They figured a portion of the dungeon was controlled by gnolls, so they go to them and try to bluff / offer their “mercenary” services. It partially succeeds as they are taken to the chieftain (passing 30ish gnolls, several chambers, etc). There negotiations fail twice (first to come into their service, second to ransom themselves). At this moment it is clear they are deep into gnoll lair and that they will be taken prisoners and enslaved.
Players have a brief chat and decide “FUCK THIS WE'D RATHER DIE THAN BE ENSLAVED!11!!” Now these were mid-level characters with good stats, gear, etc. They had no chance of getting out alive from the dungeon. Naturally, they just start swinging and are slain. Except two characters who were subdued and enslaved anyway, and we have been playing their slavery journey via pbp for some months now.
Maybe one day they free themselves and rejoin other PCs.
What is quick, and for whom? There is learning to play and there is learning to run, as well. Since I mostly play Dungeons & Dragons, I will say that quicket for both uses cases would be Holmes Basic and Moldvay Basic. Unfortunately the former isn't easily available, but the latter can be purchased on DTRPG for just $5.
Vorkosigan Saga by Lois McMaster Bujold has some quite compelling characters. From crippled Miles, to his stoic father Aral, strict grandfather Piotr, fiercely independent mother Cordelia, to elusive Elli, paranoid Bothari, and many, many others. Damn, I should re-read the books.
I've recently been reading Kane books by Karl Edward Wagner, and boy do they feature some really evocative environs. Alien cities sunk in deep swamps, titanic mountains hiding giants' graveyard, ancient towers in decadent cities... Every story has something memorable! And Kane is an overpowered murderhobo ass-hole. So just like players with high level characters?