I want to start a new chat in Telegram with a Python script but I know with neither Telegram's BOT nor its API it is possibile.
I don't want the user starts the chat with a BOT before!
However I was wandering if you can achieve this in anther way. I mean, when you create a new chat with Telegram application, there will be, somehow, and endpoint which handle this request.
Why is it impossibile to create a Python script which emulates this action?
I don't want the user starts the chat with a BOT before!

This is not possible. A Bot can never start a chat, that has to be done by the user him/her self.
After the user has started a conversation with the Bot, you can send anything to the user until the user stops the conversation.
Telegram start new chat with Python