With which MICE element do I normally start my stories?
MICE = Milieu, Idea/Inquiry, Character, Event
Check out Jeffe's wonderful explanation and examples of MICE in Sunday's post (lawd knows I consulted it many times whilst writing this post!). I absolutely love the analogy of MICE structure being similar to HTML nesting brackets as described by Mary Robinette Kowal to mean "where does the story open and where does it close."
For my Urban Fantasy series, I start with Inquiry, since the first chapter lays out The Mission and the final chapter details its completion. Whether the mission is figuring out whodunnit or howdoit, it's always mission-centric. Thus, my UF opening/closing "brackets" are Inquiry.
For my High Fantasy Larcout, Event started and ended it. For the High Fantasy I'm currently writing, the bracket is Character.
The argument could be made that Milieu/Setting is the appropriate starting point for any HF since world-building is so critical. However, I interpret Milieu to mean "launching from home" and the story closing with "returning home." To me, that's not the same as establishing the setting or raising the curtain. As a matter of style, I structure chapters to open with a "you are here" visual (if the setting has changed from the previous chapter), but there is no implied promise that the story will close the journey back "home." Similarly, I might introduce the protagonist in the opening paragraph, but there's no promise that the character is going to go through a metamorphosis of fulfillment. The theme relayed in the opening chapter should echo throughout the story. Indeed, it should often be repeated to remind the reader of "this is the goal."
All stories will contain all elements, but there is usually one that dominates the others and determines the story structure. It is the element that the author cares for the most and spends the most effort on, shaping the whole narrative.
For me, using MICE structure to know how to start a story is less about the opening sentence/paragraph and more about determining the function (and limitations) of the opening chapter.