a scene can start wherever you want it to
writing isn't real life. You don't need to set up a character walking into a room or two characters greeting each other and talking about the weather or what-have-you in order to lead into the conversation you actually want them to have. just start at the conversation.
hell, start in the middle of the conversation. you could even start at the end and then have one of them leave and the other one left behind to reflect back on what just happened.
writing gets easier when you open yourself up to writing the parts that are interesting, to starting where it's easy instead of where you think you should start.
if it ends up not working? that's okay. you tried it, and sometimes just getting something out of your head is a necessary first step to getting the words right