Jezabelle: "I am a Stealthy Jack who works the back alleys."
Darkling: “I am a [adjective] [noun] who [verbs]."
Cold Heritage: "I'm a Hardy Glaive Who Performs Feats Of Strength."
ThisOneGal: "I am a Strong-Willed Jack who RIDES THE LIGHTNING."
They all sound good so far.

Better to play something fun/interesting in my opinion than something min/maxed. But admittedly I am a bit sore on that topic from my tabletop group.
How do you feel about Visitants, and more specifically, a Dirluk?
I'd prefer to keep characters as humans for now. I'm not entirely sure how I'd include Visitants yet.
Am I reading things right when I get the impression that the Might pool pulls double duty as a resource pool (that Glaives spend points from for some of their stuff, and people spend points from to do Might stuff) and as hit points?
Yes. You spent points from your pools to use abilities, put in effort, and similar, and when you take damage it hits your pools (though you have 4 health levels, when a pool reaches 0 you start losing from a different pool). Page 93 has an explanation of how that works if you have the core rulebook.
Hmm. I may toss it in a NC section just in case anyone wants a scene in that direction at some point, but will in general try to keep it light. I am still trying to decide on a precise plot, but my current thought is that the group were hired (separately or together) to guard a caravan heading to a remote oasis town in the Seshar Desert. When they arrive, they find that the population of the town is living in tents outside of the town's walls, and a strange glow is emanating from within. The story will probably start with the group being approached by an Aeon Priest asking for their aid.