Introduction to the story, characters, location and time frame should usually be the start of the screenplay. Setup is an important part as the audiences have knowledge about the movie or the performance. It's better to start with a picture rather than an unknown voice on a blank screen as that will be good to absorb the audience into the story. The image can be of anyone, either that of the actor who plays the central role, or any place like his hometown, whatever conveys the theme? Like in Harry Potter and the Chamber of Secrets, a snake is shown crawling which later gets killed by Potter in order to save himself and the students.
Starting with characters interaction is also a good idea as the audience concentrate on them for a while to decide whether they want to pursue them or not and also keep them wondering about the plot of the story. But it's very important that whatever is portrayed in the first few scenes or the first ten minutes should be directly related to the story. If any irrelevant stuff is being displayed it will simply confuse the audience and can also make them lose interest.
After gaining audience's interest the next ten pages should explain about the unfolding of the story and at the same time holding the suspense of the story. Most of the characters can be introduced, environment can be created, past events can be enacted and the villain can also be introduced but that isn't a must. To build the suspense the villain can be pictured as a good guy but his reality comes to light after a bad incident or when he caught red handed by another character. But this shouldn't take long to test the patience of the viewers.