Assuming that "proactive story path" means that the choices the PC makes change the game then it might be possible for the story to take place a bit later than the start of the game.
It would make some sense for the player to make an enemy or friend, then have the story come from that. Oh, one of the first missions I took, only because I needed money, happened to pit me against faction X? Who says that, if I win, a leader of faction X doesn't contact me and ask me if I am for hire? Or, what if I win, and a big shot corporate of faction X decides that I'm a threat to their plans, and then sends people after me. It could also be a big shot from the mission-giver's corp that tells you that you beat up faction X so well, you should consider becoming a bodyguard with mission-giver corp.
In any of these, you could get a "choice." faction X leader decides you're a target, and you might have a chance to say something to him (or bribe him, or threaten him) to get him off your back. If you don't, then story "Faction X's revenge" or whatever begins.
That would probably help the immersion to some degree. When you start, you are a nobody, and your first missions, regardless of your profession (unless you start with a faction), are just to make a quick buck. your enemy or ally that could fuel the story pops up from that.