weird echo at very beginning of track during playback

It's an Effects Tail, but you're on the right track.
Leftover data is being dumped from the buffer(s) when you restart playback.
I believe you are using SHS6? Go to Options>Audio>Advanced, and check Play Effects Tails After Stopping.
In addition, let a few silent measures play at the end of your project. This gives the effects plenty of time to play out.
 
Also, it's not unusual to get a little hiccup at the beginning as everything fires up.
You may hear pops or artificial noises from your VST's.
For this reason, it's a good idea to leave a few empty measures at the start of the project.
After you have your final mix, import the exported track into Sonar or an audio editor, and trim the dead air from the ends of the song.