"Well, I was thinking of playing a female elf bard, specifically -- mostly female because I prefer the female vocalists on the songs I wanted to make, and elf because..." well, why elf?
"You don't need to over-explain everything," Zoe said, nodding, raising a hand as she saw me pause. "But the more germane question is how you wanted to play elf. Like, did you want to have a vibe from like Lord of the Rings of high dignity, or nerdy like Marcille from Delicious in Dungeon, or..." she paused, "have you seen Frieren?"
"Yeah, that new anime?" I asked. "I've seen the first season, there's only one, right? I haven't read the manga."
"Okay, so like, do you want to do anything with time? Because if you were up for it, I can talk a bit about some major world events that would have shaped your life over the last few hundred years."
"Sure," I said. "I could be down for that."
"Oh so would that be the deal for dark elves too?" Malik asked.
"Yeah!" Zoe said. "That's what I was going to say earlier. Oh, wait, Seb did you want to be a 'high' elf and Malik a 'dark' elf?" she smiled. "So you'll both be hundreds of years old, and also the high elves and the dark elves in this setting have had some grudges and conflict in the past. It might be fun to think about what brought you two together, or if you only just met."
"I guess I would think this is one of our first jobs together, although maybe we met before," Malik suggested. "Although now that I say it, maybe it'd be better if we had become blood sisters or something."
"Sisters?" Zoe asked. "You're both playing female characters?"
There it was.
"Well, I can do a guy if you prefer..." I began to say.
"Well, I wasn't sure if you were doing things like the drow, but I found this art earlier for the idea I had," Malik said. "So I'd been thinking of her as a female dark elf."
"Not exactly the drow, no," Zoe said, frowning. "I liked the drow as a kid, kinda, but they have too much baggage I found distracting for this setting. I did still stick with a 'spiders' theme, but I think it's pretty different. So, my dark elves do tend to have female leaders, but it's not so hard and fast or structured like in Forgotten Realms, and there is a spider theme, but the spider theme is explicitly because silk is their main export for textiles, and there's massive spiders around the city that can even be seen from the waters around the city. Here." She held out some art showcasing the spiders impossibly crawling on webs across some sort of channel near the island, as well as a piece of her 'dark elf Queen.'

"Badass," Malik said.
"But--it's totally fine with me if you both want to play girls! I just wasn't sure if there was..." she didn't finish the thought. "Never mind, it's great!"
Whew. That felt more awkward than I was hoping, but less awkward than I feared. Malik somehow seemed way more comfortable with it than I was.
"Okay, we don't have to sort out everything right now, but as we get going, I'd like you to start thinking about what led your captain, Malik, to leave the dark elf city of spiders and join Cliffside, which is not allied with the dark elves. Some sort of falling out? Perhaps you ran into trouble with the 'Queen' of the dark elf fleet?"
"Sure, that sounds good," Malik said. "I probably spent years with her and realized that the captain of my ship wouldn't die for centuries and I'd be stuck as a first mate for too long, and decided I'd venture out to become a captain in my own right."
"So ambition was stronger than family and country?" Zoe asked.
"Guess so!" Malik said.
"Okay, and Seb," Zoe said, turning to me. "So, your character probably will be our one 'from the continent' character -- someone who was a refugee. Again, I want to make sure the tone is 'light in the darkness' so when your character fled will depend on how 'dark' your backstory is. You've probably lived through several wars, even though you're still a low-level character at the start of the game. I don't want your fun bard character to be depressing, but maybe she's had some loss?"
"Sure," I said.
Zoe nodded. "Okay, then let's focus on the other two--" and from there she shifted over to Patty and Sandy.
It definitely felt pretty session zero-y for about half an hour as Zoe continued going over worldbuilding details, working out key elements of each backstory.
"Well," Zoe said, after about forty-five minutes of character building. "I'm glad you all were so prepared, and thank you as I worked through all this. Are you all ready to get going?"
"Hell yeah!"
Finally, session zero was over and we'd still managed to actually play!