Every gaming group has that awkward first game. Whether it's the first time that you meet or just the first time that your new PCs meet, it happens. When it's the first time a group of players meet, it can best be dealt with by the group spending that first night being social and not focusing on the game. A meet and greet as it were. Folks can tell their crazy "no shit there I was" gaming stories and share a night of light concept building.
When it's an established group and the characters are the only ones who are meeting for the first time, this is a little more complex. There are a few basic things that can be done by the players to make this easier.
1. Have concepts that have a reason to be around other PCs. Nothing sucks more than trying to drag the "people watcher" PC into a group. Don't make your fellow players work harder to include you than they do to include themselves. Eventually they will get bored with the chase and just stop trying to include your PC.
2. Don't always try to be the center of attention. You aren't the only one who is trying to flesh out your concept and role-play. Hogging the game-master's attention is a good way to annoy your fellow players. Again, they will stop trying to include your PC.
3. In group oriented games, don't push your concept to the exclusion of the group. Be willing to bend a little to improve overall game enjoyment. If everyone else has to bend to one player's concept, they will stop trying to include that PC.
4. Be proactive. The game-master has a lot of work keeping track of their plot and game rules. They don't need to have to drag you around by the nose. If they drop a hint or plot point that should drive the group together, chase it!
5. Don't lose character development time to the discussion on minutia. Yes, the fact that this obscure person in setting history did this obscure thing is cool. How does it apply to the immediate group dynamic? If you have to think through more than 2 steps away from the PCs, it doesn't apply. Drop it.
6. Build character ties! Nothing works better than the player having built in reasons for their PCs to hang out. "Yeh, we served in the Clone Wars together." to "Remember that time we got caught stowing away on that Lookshy ship? Long swim wasn't it?"
There are also a few things that can be done by the game-master to make this easier, as well.
1. Give the PCs a reason to be together. It can range from everyone being victimized by the same Lich King to them all being members of S.H.I.E.L.D.
2. If the players aren't being proactive about being together as a group, force the issue. Nothing forces group interaction like a little action. Have the Elysium they are in get attacked by Sabbat or the local mayor draft them save his daughter from some goblins.
3. Demand solid concepts from them before they even sit down to the table. They don't have to have their sheets filled out. Some players may need help with sheet build. Players should be able to come up with their own concepts though.
4. Don't lose character development time to the discussion on minutia. Yes, the fact that this obscure person in setting history did this obscure thing is cool. How does it apply to the immediate group dynamic? If you have to think through more than 2 steps away from the PCs, it doesn't apply. Drop it.
5. If you are going to use ANY rules that do not appear in the base materials, notify your players in advance. This will limit rules discussions and arguments that tend to derail the game.
Gaming is a group endeavor. We share our universes with one another. Keep that in mind... share. Let everyone shine.