I can't seem to create a Bulleted List in InDesign CC where the first line is not bulleted and do it as a Paragraph Style. I have a whole bunch of blocks of bulleted text which are basically menus. You can create complicated outlines with defined lists as long as you use Numbered Lists. Since the bullets are set at paragraph level, nested character styles won't overwrite just the first line. This seems simple, but I'm stuck.
You might make two different paragraph styles. One for the list and one for the heading.
I've also been known to make an additional paragraph style for the last item in the bulleted list with extra space after.
I'm not sure if this is the right answer, but I make mine with multiple paragraph styles.