In the licensed Tetris, you can set it up so you initially start on a level from 0-9.  The game gives you the score bonuses though you need to get the full amount of lines it would take in order to get to the higher levels.  Say you start on level 9. Your lines will be 0, but you need to get 100 of them to get to 10.

 I was thinking of doing a similar thing to Columns.  I have it start on level 1 instead of 0.  (doing this makes the score multiplication make far more sense)  The game currently requires you to get 35 captured blocks to advance, so if you started on level 9, you'd need 9 * 35 = 315 to progress.

The Sega version does a different thing.  It gives you a point bonus right off the bat.

Any thoughts?

i kinda liked the point bonus, because then you wouldnt be stuck on the same damn level forever until you could move on to the next, but thats just my opinion!

Maybe look at how Klax does it. I think they just give you a bonus score (to make up for the skipped levels) and move on from there...then again their game is "goal oriented" rather than just making lines, so it makes a little more sense to do that.

Starting at a higher level of bricks onscreen isn't as much of a penalty in columns since you can get chain reactions. If you're going to raise the screen level you need to make it very sparse, so that no two preset blocks touch each other adjacently.

I don't think he's talking about screen level.
I believe he's referring to game speed.