Starship is a massive two stage rocket/ship. Most powerful rocket in history. This is the first attempt at launching the full stack. To reach orbit, a rocket needs to be highly optimised, with little room for error. If errors occur, it could explode. Errors are most likely to happen the first time you try something.
I am aware it's not strictly aiming to reach orbit
In rocketry, the failure of any one part often results in total system collapse. This rocket has far more such parts than most. And it is a very big system. Any collapse will be spectacular. But if all goes well, that too will be a sight to see. Rocketry is about explosions: either you direct the explosion downwards as thrust or it overtakes you and goes omnidirectional. Either way, an explosion will happen.
It's a rocket so there is always a non-zero risk of explosion. This one is also a new, not-yet-launched rocket, making it extra non-zero chance of explosion.
Its and apples and oranges comparison of combustion chambers. For purposes of combustion, the relavant pressure is the exaust of the rocket engine where combusion is complete. The burning gas within an ic engine is, at the point of combusion, at a very higher pressure. The ic equivalent of a rocket combusion chamber would be the blast wave starting at the spark, which then moves through the fuel. This difference become more important when discussing the new tech of pulse detonation rocket engines.
Pegasus (company's first try overall), Antares, all of the Minotaurs, Atlas 3 and 5 might count as new... Epsilon, H-2 (new?), Vega, Ariane 1, 3 & 4... And the Ariane 1 is both totally new on a systems level and an institution's first attempt at building one. Long March 5, 6 & 7.
Of the investor-backed launch startups, I think it's either no company got it first try... or Orbital Sciences counts as making it first try with Pegasus. Not sure if they count as an investor backed startup.
SLS? It not only made orbit but also got it's payload around the moon. While it used many previously proven technologies (and it even previously flown engines), those were either modified or combined in previously untried ways, enough that I'd call it a new vehicle for the purposes of a flight test.
Speaking of previously proven technologies... the Space Shuttle made it to orbit on it's first launch attempt as well... with crew.
I think it is no company has reached orbit on first attempt. But they have been successful on later rockets. This includes SpaceX which was blowing up rockets phase with Falcon 1 but were successful with Falcon 9.
