I've started in 2nd a time or two. 1st gear is sorta short, but I'd advise starting in 1st, at least till you're moving. I don't believe slipping the clutch to get it going in 2nd would prove too "kind" to your tranny over time. My .02
An STi isn't geared like my old Chevy 3/4 ton pick up. Unburdened I always started in second. First on that beast was a granny gear and un-synchronized. First was very useful with a car on the trailer grossed out at 10,000 lb...
With my STi I start in first and jump to a high gear when at speed.
in the owners manual for the it states that you can start in 2nd gear in the snow for better traction. i've thought about this a little and all i can figure is that you don't get as much torque multiplication so you'll have less tire spin in the snow and ice. on occasion i have accidentally taken off in second. no harm done just takes a bit more gas. but yes, i do usually start in 1st.