It depends! If you asking a question on how to start something you would say "How do I start.." and if you are telling someone how you started something you would say "I started...." or "This is how I started..."

"How did I start ...?" would introduce a question. "How I started to paint pigs" would not, and would most likely be used as a heading or title to some text that answers such a question. However, with a lower-case "h", "..how I started ..." could also be embedded in the middle of a sentence that reports a question, such as " He asked how I started to paint pigs."