After a conversation with a friend in one of my current gaming groups about my post on the sameness of most of the D&D games we've encountered, I starting talking about how you can change things a bit right from the get go. The easiest way, is to begin the game is a different environment from your standard small town somewhere in mock-England. Another way is to create an immediate sense of action and urgency in the first minutes of the session.
I'm a big fan of beginning the very first adventures in my campaigns 'In Media Res' or in the middle of things. The concept is mentioned in some detail in the gamemastering section of the original rulebook for West End Games' D6 Star Wars RPG. It is one of my favorite gamemaster sections of one of my favorite books for one of my favorite systems ever. Essentially the idea is to begin the game as if our story is already in progress.
Here are some fun examples from games I've actually run over the years:
One campaign began with one PC, who had a pirate background and owned a small ship, on the deck of his vessel pursing an enemy ship. Meanwhile, two members of the enemy group where swooping down toward their vessel on the backs of griffon-like beast called Kargas. Now, where were the other two PCs? Why, on the backs of the Kargas as well, trying to either knock the enemy riders into the sea or wrestle control of the flying creatures or both.
In another instance I told a player that it felt like he'd been falling for hours. When he blinked and asked me, quite cleverly, how long had it actually been, I replied, "Probably only ten minutes. Give or take."
A group of PCs and two NPCs awoke on pieces of driftwood, the smell of burning wood and death hanging in the air. As sharks or worse circled the group, one NPC called to the PCs, "No better way to travel than by ship, you said. You'll get your sealegs right off, you said." To which one PC replied, "If we survive this I give you my permission to beat me senseless as long as its done on dry land".
Me: "Amid hurricane force winds of blistering cold, the five of you stare across the vast icy wastes at a fortress on the mountains about fifteen miles north of them. The fortress was vast and its doors and windows not sized for men but for giants. The sun is setting and it will be months before it rises again. What do you do?"
Player 1: "Who thought this was a good idea? The Dwarf? I bet it was the Dwarf."
Player 2 (The Dwarf): "It looked different in the brochure."
I remember starting one game with a PC paladin locked in a sword fight with a villain, the two trading thrusts and parrys and dancing about like miniature tornados. After a few rolls to attack and defense and each coming up a stalemate, the other PCs asked where they were in relation to the battle. I told them they had finished their fights and had, until that moment been watching in awe. As each said what they were planning to do or asking questions about where they were, one player said, "Well I'm going to go help the paladin." The paladin's player said not to help him and that this was his fight. Out of character, and only 10 minutes into the first session of the first adventure, the other players said to the paladin's player something along the lines of, "What are you taking about? We don't even know why we're here. Or where here is!" The paladin's player said, "It doesn't matter. All I know is my character hates this guy."