Almost all games have terrible beginnings. Nintendo do better than most. They got onto the importance of level one about two decades before most other people.
Half Life is solid.
Look around for 10 mins while unable to walk anywhere.
Walk around doing shit with no peril or time limit.
Walk around with environmental peril.
Walk around with active enemy peril.
Walk around environmental peril with active enemy peril.
Yeah absolutely great. Teaches you everything you need to know, teased a secret boss, lore and stuff, and badass boss and spectacle and and and... And death.
I chose Fallout 3 over Oblivion and Skyrim. Emerging from the vault/sewer were the same smack to the face, but actually growing up in the vault beat fighting through those tunnels.