Which sometimes creates an issue, if it's the villain who acting and the hero who's trailing along in his wake trying to get to the bottom of things. Which is only natural. It's the villain who wants to conquer the world, rob the royal treasury, etc, etc.; the hero, being a hero, is less likely to want things that put in conflict with most people. Nevertheless we want the hero to act. (And not merely behave, responding to stimulus in an automatic way. Aristotle had it right: actions have to spring from deliberative choice.)
There's a lot of ways to finesse it. Putting the villain off-stage so we see only the effects of his action helps. In The Lord of the Rings, since the focus remains, without exception, on the heroes' acts, that Sauron kicked things off with his attacks doesn't attract as much attention. And it's the heroes' choices we get to see.
Another one, and one I think more could be made of, is having the villain already triumphant and living off his victory. There are issues here, too; the Evil Overlord's kingdom is not a pleasant sight, the heroes either have to live there (creating difficulties with exposition because we can't learn it there) or have to have some motive to fight there, and it definitely creates supply and support issues and very likely we don't want to have you sending all the characters haggling with smugglers and the like because it would be no fun at all -- but when it's used, it definitely solved the action issue.