Today I learned that you can start Vim with a terminal command.
Vim has the -c flag, which you can use for running an Ex command.
The same is true for NeoVim, which also has an inbuilt terminal.
So you can either start NeoVim inside the terminal like so:
nvim +te
or like that:
nvim -c ':terminal'
The second option allows you to run another command afterwards. Example:
nvim -c ':terminal hugo server -D'
Now NeoVim starts in terminal mode and runs my Hugo development server immediately.