[Joachim]

I'm kind of been fascinated by the idea of a game either opening immediately with or quickly (within the first thirty minutes to hour, preferably) dumping you into a scenario wherein you have to solve or overcome a not-immediately-obvious "puzzle" in order to escape and move forward into the game, generally invoking a kind of claustrophobia. Anything from trapping you into a single room you have to break out of, to providing a difficult hurdle shortly into the game that effectively "traps" you in the areas before that until you can figure out how to progress more effectively.

I think important characteristics to this are that it must lock you into a space that can't be too big, representing at least a small sub-area within a larger area, and the solution should require some kind of searching and thinking in order to figure out.

Does anyone know of any scenarios that might -- even loosely -- fit this mold?

Honestly, even if it doesn't take place at the start of the game, it'd be cool to hear about it/talk about it.
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[diplo]

Another World comes to mind. Its first playable part has you land in a watery pit, and you'll be dragged down to your death if you don't swim away. It's not a very good sequence, though, because it's hard to tell what is even happening, due to the graphical quality and the suddenness of the situation, and most people will die right away and be confused.

[Dark Age Iron Savior]

I got a bit confused about what kind of examples you wanted, but I finally remembered the granddaddy of them all: the very first room of Wizardry IV. Many players probably looked up the answer or stumbled upon it by chance.

[misadventurous]

little big adventure starts with you breaking out of prison. the very first action you take in the game is to beat up the guard and escape your cell.

[diplo]

Didn't Gears of War 2 do this? Haven't played it in a long time and I kinda forget.

[CubaLibre]

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Let's Play, starring me.

[Family Computer]

Do the Ace Attorney games count? In each one you start in the middle of a trial and need to figure it out without any sleuthing. Granted it's a glorified tutorial and the game pretty much walks you through it.
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3DS Friendcode: 2337-3480-4823
PSN: play2forget
This summer, become Buried In Games.

[chevluh]

999 starts like that, with you waking up in a room slowly filling with water.

[Laurel Soup]

Before all the first person shooter conventions were cemented into everyone's heads, I recall watching kids have trouble with getting off the roof at the beginning of Duke3D on a demo computer in an office supply store.
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[Gironika]

the first Driver comes to mind ……
you are basically locked in a car park until you have cleared a few challenges to prove that you are worthy of being a Driver.

Someone involved in that game stayed around until the new Wipeout (PS3) was released back then, and I got to talk to him by chance during gamescom; he told me that they were caught off guard by that and that it was a bad design decision they made there. Then he went on to obliterate the wipeout-fanatic friend of mine.
Good times!
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[username]

I want to make an argument that Uninvited does a bit of this with its cruel ruby trick.
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http://www.audioatrocities.com/games/castlevania-sotn/clip1.mp3

[Oh God Spiders No]

The Impossible Game's first level kind of does this. The music is catchy, but rather subdued and unobtrusive. You'll probably die a few dozen times figuring out the timing of your jumps, making it over several basic but increasingly dastardly arrangements of obstacles.

And then.... once you've passed the requisite number of introductory tests the music suddenly explodes, the bass drops in hard, and your little square is suddenly faced with an almost endless series of stairs that bring it far up into the sky.

The sudden introduction of high intensity music and surprising verticality is a real shock. I first played this game as one of eight complete novices and the first time one of us got to the stairs the room exploded into cries of surprise and amazement. It's one of the best moments I've had in videogames.

Later levels emulate this, as well. They each have their own little gimmick that doesn't kick in until the music picks up a few stanzas in.
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[Laurel Soup]

[Oh God Spiders No]

Almost every interactive puzzle game probably has something like this. Lighthouse, a game about fixing old machinery in a long-dead civilization, starts with you checking your answering machine and then finding a set of car keys before leaving your house.