Grammatically speaking, we start a story by typing. To start is to begin the process of creation, and for any writer's process, the act of starting the story begins when we start committing words to what will become the final product. We might do a lot of writing prior to this: taking notes, creating outlines, writing character sketches and so forth, but this is all a part of is - the writing part. However, there is a more important thing to be addressed - the "where" rather than the "how." Where do we start the story? This one's not so easy.
For longer works, we need to find this same element. Consider a life story, focusing on the theme of, say, growing up. The best place to start might be at the first of many events that shook us from our youthful innocence and introduced us to the big, bad world. Whether it's an internal realization, an external change like a divorce or loss of a loved one, that's where the story gets rolling.
Sometimes - particularly in autobiographies - the author takes the liberty of drawing out life before things started changing, just to give a frame of reference. This is allowable if the purpose of the novel is to explain about the author's life and its many facets. People reading that book want to consume information as well as read a story, so the author creates a setting. Ditto with historical works of both fiction and non-fiction - the world needs to be created, drawn out and explained a little to set a solid framework for the story. Just keep in mind that these genres get away with this because they are also informative. If someone is looking for a story, start with the story.
I feel obliged to offer one popular exception to this that is very popular in literature. For some stories, the first chapter does not start at the beginning, but rather when the world is at its most chaotic. When all seems lost, when our hero is at their lowest point, make the first chapter about that moment - a "how did I get here?" feeling. The next chapter then goes back to when the story started, but now the reader has a taste of where things are going, and the pages turn that much faster. This has been popularized in numerous biopics of late, and with good reason - it's an excellent tool to grab the audience's attention.
However, you choose to begin the narrative, though, I will bring it all back to my first sentence. We truly start a story by typing - by placing one words after another in the long act of creation. When it comes to working your way along the road of being a writer, there's nothing wrong with that.