There are many different games in darts. One of the most common is called "301," which you have to throw at numbers to subtract from the score of 301 exactly. In different variations of the game, you can add an extra 100 points to the starting score, making the game last longer, such as 401 or your game, 501.
They start at 501 just so that the players have to use a different part of the board at some stage instead of just being able to throw at 20 all the time
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You do not have to start at 501, you could start at 301, 701, etc. Starting higher makes the game longer, interesting, and suspenseful.