I don't mind starting in a setting that's way above your league, but then you should be thrown back into the mostly mundane world of level 1 PCs. Fighting goblins (check), with every powerful monster (rarely encountered) being something that's not supposed to be fought on such a low level. We didn't have dragons and liches in BG1.
If you're a low-level character in a high-level environment, you should feel that.
