There seems to be an American belief, propagated mainly by "prescriptivists" like Strunk & White that you should not start a sentence with however
(in this sense of the word). I would guess this has its origin in the occasional possibility of temporary confusion with constructions like "however much ..." (if you also omit the comma). Garner (who was, unfortunately, invited to write one chapter of later editions of The Chicago Manual of Style)
also seems to propagate this advice, though he opines that it is merely a "stylistic lapse", having, apparently, found some examples where it would be better to start a sentence with but
Personally, I would start the sentence with "However, ..." when I wish to contrast the whole clause or sentence with what has gone before rather than contrasting the subject with what has gone before. "We found, however, that.." is also acceptable.However can also be placed at the end of the sentence or clause (usually preceded by a comma).
I would say it is somewhat unusual to start a sentence with a pronoun (as the subject) followed immediately by however. In speech, the pronoun would be stressed and the intonation would be unusual, indicating that the subject is strongly contrasted with the previous subject (as opposed to weakly contrasting the whole sentence with the previous text).
Fowler (the original) sort of mentions this (though he doesn't specifically mention pronouns, except by his choice of example). He appears to prefer the second position but says (I am oversimplifying) that it contrasts the preceding word or phrase with what has gone before and should therefore – unless a strong contrast of the subject is desired – be avoided following an initial word whose meaning is "complete" (e.g. he as opposed to when).
Fowler gives an example with he followed by however.
"[Position following the pronoun] throw[s] strong emphasis on that word. Such emphasis may be intended, or short of that may be harmless; but again it may be misleading; emphasis on he implies a contrast with other people; if no others are in question, the reader is thrown out. "