Goliath Paladin

There is no initiative in a game until an effect instructs a player to take the initiative. Once a player is instructed to do this, they have the initiative until another player takes the initiative.

The initiative is a designation a player can have. A player with the initiative designation is said to "have the initiative." The initiative carries two inherent rules. First, whenever a player takes the initiative, and at the beginning of the upkeep of the player with the initiative, that player ventures into Undercity. Second, whenever one or more creatures a player controls deal combat damage to the player who has the initiative, the first player takes the initiative. Also, some abilities will refer to having the initiative and provide other benefits.

Similarly, when instructed to venture into Undercity, you can't start a dungeon that isn't Undercity.