In my experience, starting at level one means a GM must provide a level one setting.
We all know game worlds are big places, and players can rub elbows with level 20 lords as easily as fellow low level schmucks. However, regardless of level, players want to be somebody of some importance and be able to survive. This requires some spe3cial care on behalf of the GM.
My favorite way to create this is to operate the campaign out of their home village or town. I create the town, the families in it, the loca lords, the temples, churches, etc, the militia, any ruins or monuments from the ancient days, surrounding farms and local hamlets, then stretch out to the nearest other towns, typically leading to a provincial capital (the big city).
The game starts with an important event that officially declared the PC's as adults. Last adventure took place in Northern Jaiman with a village of Haid. The players, at 15 years old, were entered into the militia. A summer of training, then back to thier normal lives, with militia duty being on demand and one month a year of training. There was four players; Linda became the apprentice lay healer/mentalist, one took up his fathers tradition of armsmaster, one scout/outrider and one fighter/soldier.
Enough specifics. The setting allowed the low level PC's to intereact withtheir culture, families, religion, politics, wilderness, a growing darkness in the wood, missions for the militia, etc. They had opportunity to gain recognition and increase social standing (and lose it). It was the culture and community that provided the low level PC's the support network they needed to survive and succeed, something higher level PC's can often do without.
I've met many GM's that worry low level PC's cant afford healing. A community will have the resources to offer healing and the motive to give it free, or very cheap.
Even so PC's will leave the game. I had one marry, another crippled and one death. New characters did not come in at level one. The lay healer, right after hitting level seven, was obligated to to see the king and accept a position (which is when two followed but one decided to retire/marry). At this point the game stepped up a power notch.
I have no problem at starting at level one, but it requires a certain approach that does not include sheltering the PC's from all higher level threats, but rather providing a setting that lets them have level one type adventures.