Well, earning stuff normally makes people appreciate it.
Earning the lightsabre in K2 never bothered me (sinking an extra feat allotment into ordinary weapon finesse did, however, but that is another compaint). Perhaps if Peragus II wasn't so LINEAR people wouldn't complain about the beginning as much.
If you had to capture the Ebon Hawk to get off the planet, that would work (tangible, highly visible goal).
Look at System Shock 2, the voice in your head gives you the first dozen goals whilst you are still groggy! All you know is that your notepad has the details and there's a lot of sneaking around the ship to collect stuff ...