Encouraging exploration is a critical issue in deep reinforcement learning. We investigate the effect of initial entropy that significantly influences the exploration, especially at the earlier stage. Our main observations are as follows: 1) low initial entropy increases the probability of learning failure, and 2) this initial entropy is biased towards a low value that inhibits exploration. Inspired by the investigations, we devise entropy-aware model initialization, a simple yet powerful learning strategy for effective exploration. We show that the devised learning strategy significantly reduces learning failures and enhances performance, stability, and learning speed through experiments.