Should I always start with 400 grit?
You can, but it really is not always necessary. It all depends on the severity of damage. Until you get more familiar with the varying degrees of damage you could test one spot on the lens and decide if that grit will quickly strip off the corrosion.
For Example: You examine a lens an believe it is not too severe but does have some pitting so you sand just one spot with 1000 grit. After you cleaned off the spot, you notice some of the corrosion did come off however the tiny pits are worse than you thought. So decide to sand the lens with 600 instead or even 400 if it’s that bad. You want to remove the corrosion as quickly as possible on the first step. However with lighter damage you can start with a finer grit and avoid unnecessary sanding steps.