Make sure you start the scene on the run – meaning in the heat of the action. Most times, in your first draft, you will meander into a scene. Make sure to keep the reader on the edge of their seat at the end of the chapter as well as the beginning!
Though you are starting with action, you still need to take one short paragraph to set up your scene. The reader needs to know where the character is and what he/she is doing. Spend those couple of sentences with the key elements the character would notice. This is storyworld, Susan May Warren goes into this in more detail here.
After that first short paragraph that you’ve organically wove into the beginning of your scene, trickle the rest of the facts and color in.