I've been having a similar problem. For me, it's not when I first open the project, but at seemingly random times while I'm working.
Sometimes, the playback would continue fine, but suddenly there would be no input. As with jude77, if I close the project and reopen it, I'm back in business. I always disable the wireless network adapter before starting, because of audio problems in the past. One time I noticed that the Realtek adapter, which had been disabled, was back on, probably from a Windows 10 update. Since I disabled it again I haven't experienced that. I have no idea whether or not that is what actually made the difference.
However, recently on one project, which is all MIDI so far, it's the playback that will stop functioning. I don't recall it stopping while playing, but sometimes after I've stopped it and started again. This time, the meters show activity for playback and input as well, just no sound. Again, closing and reopening returns things to normal. I've been spending time with two other projects lately, and haven't been experiencing this with either of them.
I've been assuming it has something to do with my soundcard. It's an M-Audio Audiophile 2496. It has no Windows 10 driver. I'm using the most recent driver. However, I only seem to have problems with Sonar. Everything else (SoundForge, internet, etc.) works fine.