Nesting headers

It's often recommended to properly nest headers (not to let a h4 be inside a 
h2 without a h3 containg the h4).
Is there any such recommendations saying that the first (parent) header should 
be h1? So that the top heading of a document shoudn't be a h4, for example. 
Do any special user agents have problems with documents not starting with h1?

Alf Inge