Are you talking about cranking it up or pulling off?
You start the engine with transmission in neutral.
You pull off loaded in low gear.
You pull off if empty in what gear the company recommends. It depends on the transmission and rear end but I often pulled off with empty truck in 2nd or 3rd gear.
If you try to pull off in high hear, yes you will likely stall and there is no point in doing that anyway. You are going to end up damaging something.