Is using a comma after 'or rather' necessary? The sentence would be: "So begins the most intriguingly opening book I’ve ever read. Or rather, the only book that was gripping from the very start."
I can't provide a simple comment because my account is new, but hopefully this response will be worthy of its own answer.
No comma after rather definitely adds an informal layer to the sentence, which is also quiet harsh. Read in this way, it would seem like you were insulting all of the other books you've read, which have not been gripping from the start. It sounds more direct and forceful without the comma.
Context is everything. Knowing this, gauge what kind of message you want to convey.
Yes, it's necessary. You're creating a pause in the structure of the sentence, and in doing so (in this case), adding drama or drawing attention to what next follows.
As an aside, you may need to reword the first sentence to something like, "So begins the most intriguing opening to a book I’ve ever read." or, ...the most intriguingly open start to a book... or, ...the most openly intriguing book... depending on the direction you're taking.