Democrats launched the first filibuster of the new Congress on Thursday, objecting to the GOP’s effort to try to bring the Keystone XL pipeline bill to the floor early next week. Senate Majority Leader Mitch McConnell tried to schedule action early next week on the bill, and promised an open process, including allowing both sides to offer amendments to the bill — an attempt to break with the previous few years, when Democrats controlled the floor and kept a tight lid on amendments. But Democrats objected to Mr. McConnell’s request, forcing him to begin the procedure for breaking a filibuster.