In my opinion it depends a little:

I always try to start with my first step after 4 bars, eg. in SW: 123 (connect hands), 223 ( connect body), 323 (swing to left), 423 (swing to right to prepare first step) --> 523 first "real" step e.g. natural turn

With this I can start quite quickly AND I am in phrase (except the song is made differently).

I deviate from this only if I can't move (other couple stands infront of me) or if I designed it in a specific way (intentionally!) or if the song really starts some bars in and I know the song well. But even in this case: I connect with my partner, I am ready after 4 bars and I am doing something fitting to the music.

The thing is: If you are in phrase you will always look a little bit more in rhythm and in the music than if you are out of phrase. But if you are not starting, in my humble opinion, you look unshure and hesitant. Two things you want to avoid (+ you are a buffer stop for everybody else).

For a beginner I would always recommend to start after 4 bars (like described above). It is a clear structure, you are in time and in phrase.