'Cold starts' generally take a lot longer than warm or hot starts, so if you're lauching the game for the first time that day then it's going to take longer to load then the next few times you play it, so long as they are within say a 1 hour timeframe.
It's the same kind of concept with a diesel car, the first time you start it up in the day you have to wait a few seconds for the diesel to be heated before you actually start the engine, but every subsequent time you start it, so long as the diesel is still warm you can start it straight up.