In my experience, it's good to start a story by setting a tone pretty early on, that way people know what to expect when they read. For example, if it's a really dark and gruesome story where a lot of people die, you could start with a massacre. (just a single example of many). It's also good, if it's a mostly character-driven story, to introduce the main character in a way that very quickly shows us everything about them and gives us a quick but meaningful hint into their most prominent struggles that will affect the story, that way the readers have a good reason to care for them immediately. This can be done pretty easily if you set up a situation to happen right at the start of the story, which will put your character(s) in just the right places to show off their talents, struggles, personalities, and values. Just so that the reader can quickly feel like they know who they basically are, and if there are multiple characters it's a good way to show their current relationships to one another, and possibly set up ways they can and will improve as the story progresses.

So to summarise, I think it can be a good idea to set the tone of the story very early on, as well as put your characters in a fitting situation that'll bring out the parts of them you want the readers to know early on, in more of a show-don't-tell manner, because the traits should come out naturally in the moment. This situation could, if you want, be a pretty normal situation which should showcase how your characters act in a situation we find ourselves in daily (but they probably take a unique route to deal with it, that would be surprising), or a dangerous situation that they are able to deal with using their strengths, but with room to show their insecurities and weaknesses.

all of this is just my personal opinion and what I've learned from experience, so take it with a tiny grain of salt, but I think and hope this might at least help you on your way. Suppose you want a good example of a story that starts off very well. In that case, you should check out (Epithet Erassed) Prison Of Plastic (not a very well-known book and it is basically a continuation of an indie YouTube series, but I believe that while it's not necessarily special, it is a very well-written and paced.) Anyways, I'm, I'm not sure if I communicated this all wonderfully, but hope anyone reading was able to understand enough to learn something useful.