Since "than" can be used grammatically as both
- conjunction: "a word used to connect clauses or sentences or to coordinate words in the same clause (e.g. and, but, if )"
preposition: "a word governing, and usually preceding, a noun or pronoun and expressing a relation to another word or element in the clause, as in 'the man on the platform,' 'she arrived after dinner,' 'what did you do it for ?'."
conjunction & preposition
1.introducing the second element in a comparison.
"he was much smaller than his son"
2.used in expressions introducing an exception or contrast.
"he claims not to own anything other than his home"
It would be incorrect to use than to begin a sentence as it either connects sentences/clauses or governs another word or element of the sentence. So it needs the words around it to navigate and play on.