Having people start in Baldur's Gate, teasing players with the city, have them go window shopping and then take it away again. During these first few minutes you can teach the player about the controls and maybe give a few pointers to where one lives.
Aside for the fact that most of this is flavor, I have mostly two problems with this idea:
1- The abductions shown in the cinematic intro aren't supposed to be happening in BG, but in the surrounding region away from the city.
2- I expect our first arrival at BG to be something that the game wants to surprise and awe us with. A "crowning moment" for our previous efforts during the campaign. Starting a tutorial sections there would dull the moment (and the impact of that moment) considerably.