Starting a scene when it's already in the middle of the action can be a good way to grab a reader's attention right away. Starting a book this way can be especially arresting. But at some point it goes from being attention-getting to being just plain jarring. No one likes feeling like they've showed up 10 minutes late, and all the really good stuff has already happened. When it comes to writing a scene in progress, a light touch is the best touch.
What Did I Miss?
Setting up scenes can begin to get a little tedious, from a writer's point of view. You've got to figure out where Sally has been and which door she's using. Why is T.J. in the room and what has he been doing? How does it all start, what makes it all exciting? And on and on...and on. When you begin the scene already in the middle of the action, you've cut right past all this nonsense. But how much of that setup does a reader really need to keep themselves anchored in the scene? That's what you've got to figure out.