Do heron ability starts a chain?

Yes — Astral Heron's ability is a triggered ability ("When you play your first card each turn…"), and all triggered abilities are placed on the Chain as a Pending Item, which creates a Closed State where opponents can respond with [Reaction] cards (Rule 383.3).

Two practical notes: its "if I'm at a battlefield" clause is checked when the trigger fires, not when it resolves, so bouncing or killing the Heron in response does not stop the discount (FAQ #12385). And the discount it creates applies to the next card you play after the ability resolves — it won't retroactively discount a card already on the Chain.