Teldrassil (Nightelf starting zone) in WoW for me, the music and atmos hooked me from the moment the zone fly-through started. 

For as horrible game as it turned out to be, I really like the starter area in Tabula Rasa. I also love Durator in Wow.

Swtor Hutta is my current fav.

To me, most starting areas suck, but I actually enjoyed the old and new (Cata on) starting areas for the Undead in WoW.

1st Everquest(1) - Freeport primaraly because it was my first mmo.

2nd WoW- Forsaken starter area- errrrriiieee music/ favorate race.

Originally posted by Eir_S

To me, most starting areas suck, but I actually enjoyed the old and new (Cata on) starting areas for the Undead in WoW.

Because I continue to starve for a new MMO, I occasionally find myself logging onto a WoW free trial account, if for no other reason than to just exist in an MMO world with highly themed and stylized environments for a little while. 

I most recently played the Undead starting zone as a warlock and was quite impressed by the story the zone told--since most starting zones don't tell much of a story at all, but rather just focus on introducing you to your race's setting.  I was a freshly resurrected Undead who was struggling to come to terms with my new identity--that of a Forsaken slave.  Meanwhile, I encounter numerous other Undead who were in a similar situation: some who accepted their fate, some who fled in despair, and some who gathered the courage to rebel and fight back against the Forsaken.  

My class choice--warlock--also fluidly complimented this power struggle and identity crisis as my class-oriented quests ultimately justified our desire--our need--to enslave other creatures as a means of compensating for our unwilling slavery under the dominion of the Forsaken.

Not to mention the dark, spooky setting is pretty fantastic.  And the music altered to a powerful dramatic, sorrowful tune during a few of the more climactic quest moments. 

Perhaps it's not quite on the level of professional literature, but it certainly offers much better storytelling than most MMO starting zones. 

Quite simply The Shire from LOTRO.  I literally felt the peace of being there while knowing what loomed outside.  I absolutely loved that starting area...even though you technically don't start there persay.