Conventional wisdom will tell you not to start a story with too much life-endangering action, predominantly because at that stage the reader will not care about your characters.
This wisdom is true, however I stumbled across a realization putting down a barely readable book the other day that there are other more subtle forces in play regarding begins. Specifically I realized something about tension and resolution, that high tension demands the same level of focus on resolution. When big stakes are raised in a story, the reader’s psyche demands a drive to resolve that tension. Now we’re told over and over again to draw out resolution, to keep reader’s waiting and make the climax that much more satisfying. Again this is still correct however, handling story tensions requires a much more deft balance than I once assumed. To put it bluntly: readers need a damn good reason to be having their questions held off from being answered.
Now back to beginnings, throwing something too intense at the reader right off the bat, might be very (melo)dramatic however it sets up the story for failure. Imagine if Gollum attacked Frodo in the shire at the start of the Lord of the Rings, (forget the technical impossibility) it would have been very hard to introduce Merry, Pippin, Strider and so forth if the reader were busy being concerned that Frodo was going to get Gollumed in his sleep.
So this provides more reasoning for how early action in a story should be more about drawing a reader in, while introducing characters and concepts to prepare for the big tensions later on.