If your players are new, then you'll be fine. The Elder Scrolls always starts you off as a prisoner, and that works just fine, for example.
It can be fine, but it's still a bad way to do things, for the reasons I listed above.
Here are a bunch of other ways to start a session/campaign:
>> Players are travellers
>> Have to stop at a border fort
>> Because players look suspicious, they all need to sleep together, under watch.
>> Over several days, they get to know each other, by virtue of having to live together.
>> Fort is attacked, players must fight their way out.
>> Players are crew or passengers on a ship.
>> Ship comes under attack.
>> Attack was be meant to sink ship. It does.
>> Players get on lifeboats to nearby island.
>> In the distance, they can see a volcano, with a ruin on its side.
>> Duke Dankius von Memehauser is throwing an epic kegger to celebrate a hard-won victory.
>> Players are all VIP guests.
>> During a toast, he introduces them one by one, calling out to each why they are here, and what badass thing they did to help win the battle.
>> Enemies apparently weren't finished off, they want to crash the party.
I mean, with so many options on the table for first session, I have no idea why the whole 'being captured' thing is so popular. My guess is it's some kind of subconcious, power-tripping bullshit, so the GM can exert power over the players. Or it's just a lazy way to railroad. W/e, desu.
But yeah, with all that said, you should be fine. Not the worst set-up, and the notes are solid, along with your encounter plans. You got the makings of a good first sesh.