How to initialize digital output pin as low
There are two solutions:


Use the pin as a open-collector pin as in the answer of VE7JRO.
Switch the pin between input (high) and output with low. I prefer 
to use the INPUT_PULLUP.
Write the output value before setting the pinMode.


All the microcontrollers of the AVR family (ATtiny and ATmega chips) allow to set the output value before setting the pin as output. This will enable the pullup resistor, but when it is done in the right order, that is fine.

Because this is a common way to use the microcontrollers and processors, the Arduino libraries allow to use that. The Arduino libraries for the SAMD processors (Arduino Zero, M0 and MKR) are written to allow that as well.

void setup() {
  digitalWrite(pin,HIGH);     // pre-set output value to HIGH
  pinMode(pin,OUTPUT);        // set to output, it will be HIGH
}

void loop() {
  digitalWrite(pin,LOW);
  delay(1000);
  digitalWrite(pin,HIGH);
  delay(1000);
}


When the relay module has floating inputs (as far as I know they do not) then you need extra hardware to pull the signal high with a pullup resistor to keep the relays disabled during reset.