One of the Sovereign creation options that we used to have allowed you to start with a city. I'd imagine that this is still possible via modding, but I'd have to look at the code in the older versions of the game, and see how that was done.
The issue now, of course, will be the resource levels of an 'automatically established' starting city (grain/materials/essence).
I'll put this on my 'to do' list, for anyone interested in a 'fast start' mod, but it'll be a bit before I'd be able to tackle it (too many other mods on my plate right now). Of course, another modder could introduce it as well between now and then...