In wuxia (as in much storytelling, I suppose), it seems very rare that the main character of a story appears in the very first chapter, scene, or line of a story. Jin Yong is especially notorious for this, with Kiu Fung (as an extreme example) not showing up in DGSD until the story is almost a third over. Among Jin Yong protagonists, in fact, I don't know of any main character who was also the first character to show up in the story. Usually, a whole boatload of supporting characters show up before the main character does in a Jin Yong story.
The only time I *know* of a main character showing up at the very beginning is Gu Long's LUK SIU FUNG. That series of novels actually starts with the main character's name being the first words to appear in the text, and Luk Siu Fung shows up before any other characters do.
But that seems rare.