In Fahrenheit 451, how does Montag feel at the very beginning of the story?
Montag is a third-generation fireman, not a protector but a destroyer. He burns houses and books for his living, allowing the dystopian government to continue their control of the citizenry through propaganda and censorship. At the start of the novel, he is still very much a product of his upbringing; he has no doubt that his role is just and moral, and that the government knows what is best for the city and citizens. Because his role is so vital to the continuation of society, he takes pride and pleasure in his work, and believes himself to be a force for justice.
He knew that when he returned to the firehouse, he might wink at himself, a minstrel man, burnt-corked, in the mirror. Later, going to sleep, he would feel the fiery smile still gripped by his face muscles, in the dark. It never went away, that. smile, it never ever went away, as long as he remembered.
(Bradbury, Fahrenheit 451, Google Books)
This pride and joy in his job continues until he starts to think for himself as an individual, after his initial meetings with Clarisse and his wife's near-death. It becomes clear later that he has been uneasy and unhappy for a long time, and he has been stealing books from fires, but this is relegated to his unconscious mind; he seems almost unaware of his actions, thinking that his hands move by themselves. His happiness and comfort in the beginning of the novel is an unthinking acceptance of the status quo; he has no desire to change things because he cannot yet conceive of a world where things are different.