I've always loved starting a new Stellaris campaign. There's a special magic for me surrounding those initial years, as you explore the systems surrounding your home planet, discover anomalies, and just generally see the shape of the galaxy around you. Maybe your fleets run into a mysterious alien species, an abandoned mega structure, or a black hole that starts whispering to you.
For me, it's the most exciting time, before the sheer scale of the game overwhelms your ability to really focus on any individual solar system. I've always struggled with that aspect of Stellaris, balancing my desire to explore the universe with the demands of claiming territory and planets, chokepointing swathes of the galaxy against the equally hungry factions out there in the black on all sides.