Yeah, I wish they'd kept the idea of having to go through Shepard's hearing before all hell broke loose. As someone who played though all three it's hard to judge how a new player would feel, but I always thought ME3's was the worse of the three. Indeed I think they got progressively bad at it.
In ME1 you make your character, then you get a brief conversation that gives you the required exposition dump and a quick hands-on lesson in the dialogue wheel. Then you get to explore CIC, interact with a few different characters (each with more background info) before getting on with the plot and get dumped into a gently paced combat mission.
In ME2, you make/import your character, get a quick conversation that tell you very little beyond what you already know (crap is blowing up) a very slow walk though the wreck of a ship that a new player has no attachment to. A very brief exchange with a character you're supposed to be close to but are given no reason to care about, followed by a cutscene and a long arse title sequence were you *finally* get to customize your character. The combat tutorial mission that follows is just downright bizarre. It throws a lot of info at you without much context and even teaches you some gameplay mechanics (running through fire/using lifts) that are *never* seen again in the main game!
In ME3 it's just a few awkward exchanges and you're immediately given a pistol and dropped into combat with a squadmate. It also breaks the Bioware tradition of killing off the first squadmate 5 minutes after you meet them, which is just bad luck if you ask me.
Also, the introduction of Vega feels really odd. When you first see him you get the impression that he and Shep already know each other well enough to be on a first name basis...then as soon as you're on the Normandy it's as if they only just met.
It would have flowed so much better if you start off with the trial, getting the back story of how you turned youself in, the Normandy being impounded etc, then get some time in your quarters, (walking around, reading emails, talking to Vega?) After which (perhaps after a time jump?) you get called back in unexpectedly and things pretty much proceed as they ended up.
Hell just a little "previously on Mass Effect" type cutscene/montage based on your imported save would have been nice.