You started out playing as the extremely cool antagonist ("antagonist"?) and within moments are allowed to jump into the combat. Quickly: here is how the combat works, here are the basic mechanics, here are how the different "elements" matter. Then you transition diagetically to choosing your protagonist's name and gender. The narrative slows down as your POV switch to the real protagonist, allowing you to breathe and learn the ropes properly.
I cannot overstate how good the starting characters are at telling you what the game is on. The main protagonist (known as the "Trailblazer") deal "Blast" damage, which deals residual damage to enemies on the left and right of it. This tells you that enemy positioning is important, that you shouldn't just randomly pick which enemy to target.
Dan Heng deals big damage to a single target, with a chance to affect enemies with Slow. His ultimate also deals big damage to a single enemy, but deal even more if the enemy has Slow. These make him seems like the simplest, most straightforward, character in the party, but the additional depth is there if you look and pay attention.
March 7th, the holiest of grail of starter character that other RPGs wish they have, grants a shield to any character. This is shown as a white border around the HP bar which is depleted instead of the HP. This is so simple but so good since it tells you exactly what happens. When an enemy attacks a character with that shield, March will immediately counter-attack. Ergo, it tells you that characters can and will act outside of their turn. And also that shielders can kick ass in this game.
These three initial party members are enhanced by the fact that none of them are healers. Instead, the game asks you you engage with the mechanics it have (at the moment, March's combative shielding) instead of traditional RPG mechanics. It teaches you that mistakes have consequences (you can't restore HP in combat).
I've heard complaints from people saying Honkai Star Rail's opening is confusing because it has a lot of funny science fiction proper nouns and, like, valid, but also consider that this is a taste issue (and a skill issue). Star Rail revels in the fact that it is a space opera filled to the brim with SF tropes. It is giddy in its twisting of language and pop culture. It wants to give you a ride. Are you riding? Or are you too concerned with what the wheels are made of?
I'm not saying it's all good. It does spend a bit too long talking in a lot of spots. The gameplay relies a lot on you clicking with it (it's certainly no fun if you don't pick up what they're putting down and just randomly spam Attack). And of course it does have to content with all the gacha/live-service annoyances. But small nitpicks aside, genuinely? Best opening to live-service game or an RPG that I've seen.