I love the idea and I would love to incorporate my players, I'm GM, in Organized Play. Will it be possible or they must start playing with other characters at first level?
Echoing Colin D, you cannot start a character for PFS above level 1. As also pointed out by Colin, you can play a pregenerated character for a session if you don't have a character of high enough level to suit the scenario being played. If you do so with a pregen above level 1, then rather than level that pregen character, you keep the gold and xp aside until one of your own characters is high enough level to have been able to play that scenario, and apply them to him.
If you want to know more, go here and grab a copy of the current Organised Play Guide.
If they want to create a character then they must start at level 1.
However, there are pregenerated characters available that can be played. These characters start at 1, 4, or 7th level. I do not participate in PFS, so I am not sure whether or not you can advance the pregenerated characters.
It is possible to start with characters who are not first level but it require rather a lot of work. If you are GMing a Society Organized game, you get the GM chronicle sheet for that adventure. It can then be applied to an appropriate character(one that has not already gotten the chronicle sheet for themselves and that is of an appropriate tier,) In this way, you can have a character start at 2nd, 3rd or even higher levels if you wish.
Pathfinder Society requires that you start your characters at level 1 to be a legal character. You can't take the pre-gens from a higher level and turn them into your own character, either.