Scratch that about "usually", come to think of it. I've never seen it used in any other situation.
It has its advantages. Both runs of Doctor Who started with modern-day human characters -- Barbara and Ian, and Rose -- facing a mystery and taking much of the episode to track down the Doctor as the person responsible, and to learn who he is. Or in Brothers Of the Snake, which is a fix-up, having the first story be from the point-of-view of the characters who called for help, not Priad, the Space Marine who arrived to do so, though the rest of the stories are from his. Or Spare Keys for Strange Doors, where we have a woman consulting a married couple who are the main characters, and then a ghost whom the husband invites home while he works out some issues before moving on.
Though the last does have a touch of the problem that can arise here: even in the opening, you have to, somehow, make the main character more intriguing, and get the reader invested in him. Or at least somewhat intriguing. You can mitigiate this by having the introductory character hang about, so the readers' investment in him will induce them to read on, but if he's a one-shot (and has to be, in the story strucutre), making him too interesting can be a danger. At the very least, his problems have to be resolved at the end of his appearance.