Value starts at sprint 1
“Can you have a successful sprint and not have a business value delivered at the end?” — No you can’t — scrum mandates a working product increment at the end of every sprint that is potentially ship-able.
The reason for this is that scrum is entirely based on empiricism — it relies on rapid feedback cycles, and one of the richest sources of feedback comes from the interactions of users with the product, so you want to get that happening asap.
This may seem impossible in Sprint 1, but it can be done with a change of mindset from *big design up front* to *doing the simplest thing that could possibly work*.
There’s lots of ways to achieve this: you could build a simple prototype and put it in front of users. Or if you have an existing system or product, you could find an area that requires a small change that will yield business value — get it into production and assess how well the process worked in your retrospective so that your feedback loops kick in.