For e.g. open a 5 MB word doc right after reboot and then reopen it again. There would be a difference of 5x-10x in startup times. This difference between start-up times is called as Cold start and Warm start.
This happens because of 'disk-cache'. The 'disk-cache' is part of RAM that is dedicated to caching disk pages into memory. So the next time, a program is accessed, the disk cache is hit first and if the required program is found there, then it is loaded into the program space. Hence expensive disk access is eliminated and hence the start-up time is much faster. The pages remain in disk cache as long as possible and are removed based on a FIFO principle.
Operating systems have started using this technique to make programs appear faster.
For example superfetch service on windows vista (xp has prefetch) does this by putting your most frequent used applications into the ram, so when you launch them, they are actually launched not for the first, but second time.