It is possible to start a sentence with a list. However, this should only be done occasionally.

Punctuation 1: Separating items in the list

Usually a comma is used to separate items in a list.
However, it the item is long (for example, a clause), then use a semi-colon.

Examples of separating items
Comma (short items)Semi-colon (longer items)
Ice cream, cake, chocolate: these are all things he likes to eat.A class on computer programming on West Street; football practice at Gordon Park; dinner with the family at Eden River: tomorrow afternoon is going to busy.
David, Simon, Wilfred, Angel: she has dated them all.They sat in their pen; they ate their food; they walked in circles; they looked at each other for hours on end: the life of a panda was not great in the zoo.
Paris, New York and London are all home to Christie’s auction houses.The V8 engine with 550 horsepower; the chrome wheels and xenon lights; the sky blue paint and wooden interior: that really is a beautiful car.
Punctuation 2: connecting the list and the rest of the sentence

After the list of items, the sentence needs to connect to the rest of the sentence.

Although this can be done with a comma, it is quite common to use a colon. A colon should be used if the list is long or has a lot of items.

Examples of connecting the list and the rest of the sentence
Dogs, cats, parrots, they are all possible pets.Mark, Marcus, Marc, Matt, and Mike: I can never remember who is who in this class.
Coventry, Oxford, Brighton, Southend, these are all becoming towns for London commuters.Sixteen cars, twenty-two motorbikes, five trucks and three bicylces: the queue for the ferry was getting longer.
Matthew, Mark, Luke, John, famous Bible books that everybody knows but so few read.The morning they went to the beach; that night they looked at the stars; the weekend at the music festival when it rained non-stop: these were the days she remembered as they buried him.