Is there a word or phrase that is the opposite of cold turkey? Meaning, immediately STARTING something you haven’t done before?
Suppose I don’t work out, and I resolve to work out 30 minutes a day. And I do just that, start a habit of working out and it sticks. Is there a general term for doing this?
“Jump in the deep end” maybe?
Jump in with both feet is another way to say it, yes that gets close to what I am thinking.
Baptism of Fire perhaps
Well, first we’re going to have to determine what the opposite of “turkey” is.
In recent history it has usually been Greece. 
Hmmm - cold turkey / hot grease (Greece?)
“Gradually”?
I would say, “Go whole Hog”. Maintains the food imagery, and it’s what you’re looking for. Someone develops an interest in something, and immediately gets all the way into it - buying all the top-notch equipment, getting memberships, planning trips around the activity, telling everyone about this great new thing. Like that.
Crash Course is another possibility.
sink or swim
“Full speed ahead”?
Intravenously?
+1
Whole hog is what I first thought of as well. Jumped in with both feet is a very close second.
Both barrels.
Dive headlong.
“Watch this!”
“I wanna try that, hold my beer.”
“How hard could it be?”
Just to be pedantic:
If we consider that the original meaning of the phrase is: abrupt & complete cessation of the use of an addictive drug, then its opposite would be a tapered withdrawal.
The 2nd most popular meaning of the phrase is in an abrupt manner so the opposite there would be doing something in a slow, gradual manner.
Take the plunge.
Deep dive.
Well, it worked for Hermann Goering.
“Hot Mess”
Brought to you by my unconscious mind, which canot spell
Second try:
Both of which are supposedly bad, as is my previous suggestion Hot Mess. However even bad things can be good if they force you out of a rut. Other answers to this OP would make terrific drink names, too.
“Leeroy Jenkins!!”