Is it wrong to start a novel with dialogue?
No. A lot of very fine writers have done so, and you'll have no trouble finding examples.
BUT: The trick is to ground your reader quickly in the context of the dialogue. Who is speaking? What is the situation?
Droning on for two or three pages in dialogue unconnected with story context is probably not the best way to start a story. A quick exchange of energetic dialogue, for maybe three or four lines, is probably not going to be a problem. It does, of course, have to be good, story-pertinent dialogue. Something like,
"Hello, Earl. My name is Audrey."
"Hello, Audrey. How are you today?"
"I'm fine. You?"
"Doing okay. How may I help you?"
. . . probably will get your book ejected against a wall. Remember that your initial material is going to be regarded, either explicitly or subliminally, as representative of the rest of the story. Make it good.
caw