Obviously there are many approaches and philosophies to beginning a painting, but I want to share more about my own approach. I begin with a general underpainting using a full palette of colors. My approach might sound like direct painting, but it isn't "alla prima" painting because I wait for the layers to dry before I begin a new layer. I've tried alla prima painting, but it's very easy for the colors to turn muddy and for the detail to be completely lost. Some painters can work with alla prima painting successfully, but I've always had trouble with it.
There's also a technique called dead coloring, which means that you begin the painting in monotone shades of black and white or sometimes brown and work indirectly. Before I add color, I use some burnt umber to draw out the composition, but that isn't a full dead color underpainting. With dead coloring, you add color in very thin layers, called "glazes". For glazing, you add a lot of medium to transparent pigments (such as ultramarine and alizarin crimson) and then thinly apply the paint. I only use glazes to create darker colors and I mostly use them in backgrounds, but very rarely.
Whatever method you use to begin an oil painting, I would recommend beginning with patience. I try to think of the painting progressing like a slow burning ember instant of a flash fire. I like the first day or two of painting to progress naturally and not to rush into detail. Another way to think of the beginning is like a game of golf; the first drive is a long hit in the general direction of the hole and then you work your way down to smaller and smaller strokes.
Beginning a new painting can be difficult and intimidating, but remember the most important thing is to just get started. Academic painting isn't meant to be completed in one day, it's a slow process so remember to have patience and enjoy the journey!