haters of starting with writing at the very beginning of your PhD.
I started writing very early, and even though not much of that material has made it into my dissertation, I did find it very helpful.
Starting to write early on helped me to get used to academic writing (in English), but those early little reports and discussion documents also turned out very useful in meetings with my supervisor.
On day 1, you won't open a document and start writing the first chapter of your dissertation, but there are a few types of smaller reports that you can start working on. All these writings will help you become familiar with writing, and will help you produce something that your supervisors can look at before a meeting.
1. Summaries of papers
Whenever you read a paper that turns out to be valuable, write a small summary. This summary can be really short (half a page), or you can use the document to already write out some equations that you might need earlier on.
Among the only material in my thesis that survives from my first year are equations I neatly wrote and formatted in MathType at the very beginning.
2. Discussions of a set of papers
If you've read a few papers on a similar topic, you can pull that material together and write a small report of it (5 to 10 pages). Important here is to discover which points are still open in the discussion, where different authors contradict each other, what the limits, boundaries and assumptions are. If you can apply these ideas to a set of data from the literature and play around a bit - even better!
3. Exploratory calculations
Once I knew that I was going to be doing experiments, I made a whole set of exploratory calculations to see what, according to the current design codes and methods, my slabs were supposed to carry. In a preparatory report, I set out all the equations, and added a series of results of calculations and parameter studies.
Working on this material helped me get a good idea of what I could expect from my experiments (although that turned out to be different) and from the codes. Moreover, it helped me set up a few MathCad sheets and some Excel spreadsheets, that I've used for different purposes later in my research.
Don't fall in the trap of waiting until you have data to start working on calculations!
4. Plan of Action
Another important document to write at the very beginning is your Plan of Action (for me it was "Educational and Supervision Plan", for others it might be the Research Plan). Brainstorm the different methods that you would like to apply, and assess the amount of time you will need. Outline your research question, and identify a set of sub-questions.
You might deviate from your research question later on, but start with a defined question - it will help you get on track to start looking for answers.
5. Motivation of Research
Why does your research matter? Motivating your research is not about getting ready to write your introduction chapter, but it is about getting the larger picture. Write that larger picture down in a document, and revisit it frequently.
If your research has practical applications, keep a tie to practice. If your research has broader impacts on society, place things into perspective every now and then.
What types of documents did you start working on at the beginning of your PhD?