I love how DIE HARD wastes no time in establishing its tone, hero, and plot. Takes only 15 shots (≈7 setups) and 90 sec to:
-Establish classic Hollywood codes
-Introduce three major character traits
-Introduce one major plot point

Let's go through them:

The first shot is that of an arrival, which is a common trope of classic Hollywood movies. It's no accident that the last shot will show a departure. McTiernan bookends his film like this to create the sense of being welcomed into the story. We feel at ease. We feel at home.

The second (!) shot starts introducing major character traits and plot points. It's rare enough to be noted. How many movies wait a whole act or more before we get to know something substantial about our protagonist? Well, we may not know our hero's name yet, but after a few...

…seconds, we know that he has a ring (so, married). He hates flying (possibly heights too) and yet he's flown anyway. There must be a good reason for that, must be important. Then, we learn he's cop. And then, we learn (though the teddy) that he probably has a kid. Did he fly...

…in to see them? If so, why were they apart? And why is he making eye contact with this stewardess like this? Is he flirting? Is there trouble in his marriage? That's multiple character traits introduced on a purely visual level in mere seconds. Then, there's the words...

The man sitting next to him advises him to take off his shoes and "make fists with his toes" once he arrives. I don't need to tell you where this is leading, but what needs to be said is that…

...rarely had the principle of classical economy led a director to milk this many purposes out of one setting. DIE HARD multiplies these links and echoes throughout the story with feverish enthusiasm. This one line echoes through the whole picture like a virtuoso piece of music.

So, my point is you don't always need to start your action movie with a bang. When you communicate that much essential information this efficiently in your opening shots, you've already convinced the audience something special is happening.