DKC games usually have fantastic first levels. The Great Plateau from BOTW is a fantastic tutorial area and I guess I would also have to mention GOW3, I dunno if you could consider that a "level" type thing, but the opening part of the game, fighting Poseidon, is very climatic.
And also, and this is probably a weird pick, but Elden Ring for me, mostly due to efficiency. Theres a mini-tutorial area/cave that you dont have to do if you dont want to, and then the game throws you right into the action. And the first area (Limgrave) is just gorgeous, you immediately fall in love with the game.







