In media res
Also said as Into the middle of things, Cold open
Starting the story partway through the action and explaining how you got there later. The Latin means "into the middle of things" and comes from Horace.
Players will forgive any amount of confusion if something is happening, and they will not forgive a slow start. It also buys you a question, how did this happen, that carries the next few hours.
Say it
“Start in media res: the player is already hanging from the wrecked train with the controls live. Go back to the museum job afterwards, and cut the first 15 minutes of walking.”
Where you’ve seen it
Uncharted 2 opens with a wounded Drake waking up in a train car hanging off a snowy cliff, and you climb out of it before the game goes back to explain how he got there.
Not to be confused with flashback
A flashback is a scene set earlier. In media res is a choice of where to start. It usually needs a flashback afterwards to fill things in.