Additionally, you can add a parameter to the URL used to open the app and use that for directing the app. This will only work in some scenarios (launching from a bookmark, or a hyperlink) - from the app list or within Power Apps app will not support the parameter approach.
In both scenarios - using SaveData/LoadData or passing a parameter - the app will always open the first screen in the app before performing any actions. This is a known behavior, and cannot be avoided.
Therefore, we typically recommend that you reserve the first (top-most in tree-view of studio) as a Landing (or Loading) screen. This way, you can take advantage of this behavior (always opening first screen) to show a loading progress bar or perform some sort of initial action (automatically) or ask for user input to drive subsequent UX.
