When I went to the ACFW conference, I had an editor meeting. I'd heard that particular editor liked scenes to be fleshed out at the beginning. Because of what I'd heard, I gave her my prologue to read instead of my first chapter.
Sure enough, the first thing she said was that she liked how I'd set the scene rather than jumping into action.
This isn't to say we shouldn't start with action. We should almost always start with action that's appropriate for the genre.
But before you jump into the action, set your scene.
Orient the reader. Give them a visual of where the character is. This definitely doesn't need to be a paragraph-long thing. A few sentences often are fine.
Every new scene needs to be set somehow, and early on. Do you set your scenes? Does too much description in a book bother you? Or do you like heavy description?