Specifically, I want to know about whether or not it's okay to start at a point that gives a little bit away. In my story, the main character gets captured and that's the point I want to start at and then flashback. Is this okay, considering you then can learn why she gets captured and don't know what will happen as a result of it, or does it lessen the tension of the rest of the story because you know she is going to be captured?
Tension within a story does not depend on what the reader knows or does not know. It depends on how much peril the character feels and how much we sympathize with their feelings.
Consider the movie Apollo 13. We know exactly what happens because it is based on a real incident. Yet we feel tremendous tension as the crew struggles to find a way back to Earth. The tension clearly does not come from the viewer's ignorance, but from their sympathy with the crew and their colleagues and families who did not know how things were going to come out.
And, of course, the same is true of any book that we read for the second time. No part of our pleasure on second reading can come from our ignorance of what happens, and yet we still feel tension when the characters are in a tense situation.
It follows that the purpose of beginning with a flash forward is to engage the sympathy of the reader for the character. You do it because you believe that this part of their story will engage the reader's sympathy better than starting at the beginning. It can also be used to add a sense of irony to a story, in that the reader now understands the consequences of the character's actions better than the character does at the time (which can be used to generate a kind of tension).
It's completely fine. This technqiue is known as in medias res, "in the middle of things." If you've written it correctly, it shouldn't lessen the tension because we should be invested in the character and now we want to know how she got into that mess.