"It depends" is pretty much the answer to just about everything... at least when it comes to writing.

The goal is to engage your reader, make them curious, and emerge them in the world you create. Dialog can do that because it can feel like you've just walked into a room with a few people talking... but it's also tricky for the same reason. If you can make your reader curious... wondering 'what's going on here?', that works... especially if the reader can relate to the discussion. However, if your conversation is about entropy within black holes, or how star ship motors work.. that can overwhelm your reader, and make them feel left out.

Because of the above, I find it easier to start chapters within my book with dialog, rather than have it be the very first thing they read when they pick it up.