If the data source is a table in a Word document, the following macro will
temporarily add the required number of blank records into the data source so
that the first label prints on the label that you specify.

'Macro to set the first label on a part sheet of labels for a label type
mailmerge.
Dim MMMDoc As Document
Dim dsource As Document
Dim dtable As Table
Dim i As Long, j As Long
Set MMMDoc = ActiveDocument
With MMMDoc.MailMerge
   If .MainDocumentType = wdMailingLabels Then
       If .State = wdMainAndDataSource Then
           Set dsource = Documents.Open(.DataSource.Name)
           Set dtable = dsource.Tables(1)
           i = InputBox("Enter the number of labels that have already been
used on the sheet.", "Set Starting Label")
           If IsNumeric(i) Then
               With dtable
                   For j = 1 To i
                       .Rows.Add BeforeRow:=.Rows(2)
                   Next j
               End With
           End If
           .Destination = wdSendToNewDocument
           .Execute
       End If
   End If
End With
dsource.Close wdDoNotSaveChanges