Start up (Warmup in EnergyPlus terminology or pre-conditioning) is the process of repeatedly simulating the first day before the simulation proper starts to ensure that the temperatures in the building fabric are realistic. Warmup continues until temperatures and heat flows in each zone have converged. If convergence does not occur then simulation continues for the maximum number of days as specified in the calculation options.
Preconditioning of the building by repeated simulation of the first day until convergence is an important part of the simulation but it can cause issues if the first day in the simulation is extreme in any way. For example if the first day in the simulation is a Sunday and the building is not heated or cooled at all on that day and extreme overheating occurs then the fabric of the will be "charged" up with heat as if those conditions had been occurring repeatedly for many days (or even weeks in some heavyweight buildings). This can mean that on the next day, the Monday the building model is far more liable to overheat than would have been the case if the simulation had started on a different day. In cases where this may be an issue, it may be worth making sure that simulations start on an occupied day rather than over a weekend or holiday.