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I think this would work great -- in a movie. But books are not movies. VR is a visual experience. It engages the sense of hearing and sound, and essentially turns everything else off. It is a world without affections or worries, a setting aside of life and its concerns. Watching a character play a video game, we learn precisely nothing about them. 

In a movie, this is minor concern. We go to movies, first and foremost, for a visual and auditory feast. We go to have our adrenal glands stimulated without the unpleasant necessity of getting sweaty. Throw in a few quips and a little cleavage between the sound and light show sequences and the average movie goer is happy as a clam. Starting with a VR sequence would assure them of what they principally care about: that there is going to be lots of explosions (and hopefully a little cleavage) in this movie. 

Books don't work like that. Books cannot engage with sound or light or cleavage. (Though there is a rather debased genre that seeks to remind the reader of the sound and light and cleavage that they remember from the movies.) But books, books that are going to work as books, don't run on sound and light, they run on character and story and language. 

The opening of a book, like the opening of a movie, should contain a promise of what is to come. A VR sequence can deliver a promise of that is to come in a movie (sound, light, cleavage). It is hard for it to deliver a promise of what is to come in a book worth reading because it is an environment in which those things are not present. The character of the protagonist is unknown. The nature of their world and their place in it is unknown. The nature of the challenges that they are likely to face in this world are unknown. None of what the opening of a novel should establish, therefore, will be established by this opening. 

It won't stimulate those parts of the brain that would be stimulated by the same scene in a movie -- the parts that respond to sound, light, and cleavage. And it won't stimulate those parts of the brain that respond to story, character, and language, because those will be absent. (At least, it is inconceivable to me that it is possible to create evocative and moving prose about a video game.)

Nothing is impossible in a novel, of course, given sufficient skill and inspiration, but if you feel the need to ask, then I think the answer is no. 

(Yes, there are movies that are about more than explosions and cleavage, though fewer and fewer of them these days. But yes, there are some that deal with story and character. But no, even those are not as good as the book. You simply cannot go a deep with sound and light as you can go with words.)