Being left at the altar on her wedding day, Pamela became furious.
The sentence is an example of a sentence starting with a participial phrase; in that case, it's correct to use the comma (which is the only way to separate the phrases, in that case).
A comma splice would occur in a sentence like
***** The Taylors won a new swimming pool, however, no one in the family knew how to swin.
The correct sentence is
The Taylors won a new swimming pool; however, no one in the family knew how to swin.