Yes I started at the help desk.  At the time I had no idea where I wanted to be in IT so I used my time there to learn as much as I could and try to figure out my path.  Help desk isn't terrible but do not get comfortable there otherwise years will fly by and you will still be there.  At the help desk level you will interact with people from the various teams.  Try to learn from them and show that you are a valuable resource and you'll be out of there quickly.
Since endpoint security is my main focus, IR and data loss prevention are secondary roles for me.  So I kind of just got tossed into it.  Its the reason why I'm on call 24/7.  As for my role in IR, I deal with the endpoints so an example would be if a device is showing some suspicious behavior, I would isolate the device(we have tools to isolate it from the network to keep anything from spreading), investigate the device and once it's been determine that it is indeed infected, begin cleanup efforts.  On a side note, remember that security isn't just about protecting the company from the enemy on the outside but also from the enemy within.  Hope that little bit of info helps.