it depends on the start date of the NewGRF vehicles. if you get a pack that unlocks at 1850 then you can start at that date but i'd start at what the minimum train start date is for your packs.

Starting in 1850 means no vehicles except for trains and early ones at that. Very boring. Start later like 1920 to get some trucks or 1932 or so for buses.

Tried a new map with start year 1920.
Still I can not place depots.
It says 'currently disabled, because there are no vehicles for this infrastructure'
When I choose 1930 it works, maybe a tip for other people with the same problem :)

Yeah I guess it was 1930 for trucks and perhaps 1934 for buses. Much better to start with road vehicles but I always begin with using trains for money before vehicles.

Minimum date is 1925. If you choose anything less then this you won't have any access to transport, unless you use mods.

There is a GRF Pack "from 1700". There you start with horse carts.
Use it with "sailing ships" and you are good to go

I once had one where the trains started in 1825. Not the fastest, of course :D
Unfortunately, I can't remember what it was called. It was also from an external website

depends on the GRF. i started in 1700 with horse and carts. 1701 i got 1 horse train and 2 horse trains and a brig.
So as time goes by u get newer vehicles to use depending on the GRF's u use.
u can start even earlier with the right GRF's but only horse and carts til u get to 1701 but even then the trains r pulled by horses. and u wont get all the industries till later.
im in 1720 at the mo got a metal fabricator just opened but that needs chemicals and steel and no steel plants yet.
so its mostly passengers, mail, framing supplies, livestock and milk to move around.