The only novel I can think of that starts with dialogue is Tom Sawyer. But it’s not an actual conversation. Aunt Polly is ransacking the house for Tom. I know there are others, but I can’t think of any offhand.
That said: I was looking at a couple of stories in high-paying publication to see if I might be interested in submitting there. The first sentence of a long opening paragraph was dialogue. I guess you never know.
PS. I’m skipping that pub, not because of the dialogue, but because it isn’t a fit. Far too many slice-of-life vignettes about class and culture challenges out there…