Glad to hear your starting a Midnight game. I'm running one myself and am just two sessions away from finishing off a successful twenty five session arc.
My campaign was entitled "Midnight: Last Age" and I've had a great deal of fun with this world of shadow. Even though Midnight is a very dark and brooding sort of world, I always try to emphasize hope.
The tone of Midnight I was really shooting for in my own campaign is best summarized by the scene from LOTR: Return of the King when the beacon of Amon Din is lit. Yes, evil is all around us. Yes, hope fails and despair prevails in the halls of the powerful. But we have lit this one fire against the darkness. Who yet survives to oppose the risen and all-consuming Shadow?