Don't think it's happened this century.
For the
true first stage, it didn't. Apart from a few uphill finishes in the Tour or Vuelta, which created some gaps, the last time a solist won the first stage was when Moreno Argentin won the first Giro stage in 1993. But I'm not sure if that was from a break or a late attack.
For the first
road stage, it's different, as
@Netserk already mentioned. But in both cases, there was a time trial before that, so I guess that less teams where interested in the chase. And in both cases, the stage finish was quite hilly.
What actually suprised me when looking this up was that in this century the Giro only started with a road stage three times (2017, 2013, 2003).