Most stories take a while to build up, as they first introduce you to the characters, the world, and the theme, giving them time to develop in your mind before things start to change and become exciting.
Of course, this means that beginnings are often boring. It's been said that if you miss the first 15 minutes of a movie, you're not missing anything, as the plot doesn't pick up until later anyway. Many writers are aware of this, and their way of dealing with it is sometimes to do an Action Prologue. An Action Prologue starts off with something exciting happening immediately. Right at the beginning, the hero is sneaking around an enemy base, being menaced by a threat, or something similarly exciting. In some cases this is Foreshadowing. The event may be a minor one, but related to a major plot point that we don't discover until much later. It could be a dream sequence, where the hero sees something threatening that later shows up for real. It could be the Establishing Character Moment for our badass Action Hero. Or it could be something completely unrelated to the main plot at all, used only to make sure that something exciting happens right at the start. Dan Wells calls this sort of a thing "an ice monster prologue" (after an ice monster in A Game of Thrones, not the one in The Empire Strikes Back, incidentally).
In any case, the action quickly falls right after the Action Prologue, and then those usual first 15 minutes used to flesh out the story and introduce the characters show up. Often overlaps with How We Got Here when it shows off an action-packed scene from the end of the story before jumping to an earlier point in time to explain how the characters ended up in that scenario. War Was Beginning is a specific subtrope.
Compare Batman Cold Open, which illustrates a character's skills at the beginning of a story; and Danger Room Cold Open, which demonstrates the skills of a team. Contrast Prolonged Prologue, which is what happens when you drag it out too much, as well as Slow-Paced Beginning where the work slaps you from the start with exposition... and more exposition... and still more exposition... It can happen that the Action Prologue is cut short and revealed not to have been really happening; that's a Fake Action Prologue.
A form of The Teaser, often In Medias Res. Also known as a "Bond Opening Sequence", since James Bond uses it so much. Not to be confused with Action-Hogging Opening, which is where the out-of-plot opening sequence rather than the first part of the plot proper is unusually intense. In video games, this trope might occur as a result of an Opening Boss Battle, making it a Sub-Trope.