Set which step the context starts on when entered. By default, a context
starts on its first step (index 0). Use this to skip a preamble step on
re-entry via change_context.
The step name is validated by ContextBuilder.validate() — the target step
must exist in this context or validation throws.
The step to start on when the context is entered. Must be an existing step in this context.
Context — self for method chaining.