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You must decide first and foremost how you want your readers to initially treat your MC's belief that he is influenced by an "entity". If you tell the readers right from the start that the entity i...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/40527 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/40527 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
You must decide first and foremost how you want your readers to initially treat your MC's belief that he is influenced by an "entity". If you tell the readers right from the start that the entity in question exists, they are going to view everything differently from if you allow them to assume at first that no such entity exists (as would be more realistic). I think _that_ should be what guides your decision of where to put the story of the entity. As for starting with the frame story in general, I haven't heard of anyone being put off by the _One Thousand and One Nights_ starting with the frame story. Or _The Canterbury Tales_, or _The Decameron_, for that matter. _Good Omens_ starts at the creation of the world, ~6000 years before the birth of the MC. _2001 A Space Odyssey_ starts with prehistoric proto-humans. The distant start serves the story and its themes in all those cases. What serves your story? What are the themes you wish to explore? As long as the narration is interesting, as long as the story is entertaining, I don't see your readers running away because of where you chose to start.