Funny, I feel X is actually one that doesn't hit the ground running. Tidus is kind of just thrown from people to people, first the tutorial with Auron, then the brief exploring with Rikku, then a brief period with Wakka, then a fucking trail puzzle temple bullshit (well, to be fair, the first one isn't too bad, but they kept getting worse), and then FINALLY Tidus sets off with an actual party and a clear objective.
In contrast with say VII and IX, VII throws you into the mission immediately, and IX has setup for the individual four characters and then unites them with a shared objective (well, except Steiner to a degree).
To be fair, X isn't as bad in this regard as XIII, which not only takes 2 hours before you get any idea of what even the fuck is going on, but also gives no Exp for battles until that point.