You don't have to start with single vegetables. And I'd stay away from solid starts, I find their advice unnecessarily complicated! They eat such miniscule amounts at that age you won't cause any issues, as long as you're not doing something stupid like spoon feeding them pure salt/sugar/alcohol, giving them really spicy chillis or putting perfectly round foods directly in their mouths.
First weaning is just about tastes and experiencing different foods. You don't need it to replace milk, so it's a great opportunity to just relax and if the baby seems interested in food let them try things. Put it on their tray and let them try to pick it up and play with it.
About the only two things I would beware of when first weaning are sliced apples are easy for them to grab but unfortunately a bit too easy for them to break a chunk off in their mouth. Whole apples with a bite/slice cut off so they can lick and chew the juicy part, or very thin sliced like paper, or apple sauce.
And untoasted, sliced bread I found DS1 would get stuck in the roof of his mouth. Toast was fine, though. He ate a lot of toast when we first started weaning. Toast and cucumber, and the occasional chip.
There is a list of common choking hazards for young children but a baby just starting weaning is highly unlikely to be able to pick any of them up and get them into their mouth.