example is 
On a vsti instrument  I record a 4 bar section playing notes into the section, when I stop recording and the notes appear in the lane, the first note is always at the end, so if I move it to the start it will still not play the synth sound from start play, so I delete the note in piano roll and add the note via a mouse click (with velocity set at 125) but it will not play the note (it does when it loops, but never from play start).
 
This is also the same problem when I bounce the track to a new audio track, the first note/sound is always missing.
 
I can't figure out why this is so, can anyone offer any reasons as to why this is happening, it's very frustrating.
I have tried quantizing on and off with no joy, one thing that gets the first note to work is to shift it forward by 1/16 of the start which is strange to me.

Something many of us do is to not start recording at measure 1. Start recording at a later measure to give synths a few seconds to limber up before having to make noise.

Is there a non-zero time offset in the track header? Does the synth miss any other note if you place the now time exactly at the note and press play? Which synth is it? Are there any program change events either in the track or set in the track header?

jason r
example is 
On a vsti instrument  I record a 4 bar section playing notes into the section, when I stop recording and the notes appear in the lane, the first note is always at the end, so if I move it to the start it will still not play the synth sound from start play, so I delete the note in piano roll and add the note via a mouse click (with velocity set at 125) but it will not play the note (it does when it loops, but never from play start).

 
So the first note is not missing, it is actually recorded as the last note? Are you doing some kind of loop recording?
 

57Gregy
Something many of us do is to not start recording at measure 1. Start recording at a later measure to give synths a few seconds to limber up before having to make noise.

Yes, it's always been like that.  As 57Gregy says you just learn to start projects one bar in.

Skyline_UK
 Yes, it's always been like that.  As 57Gregy says you just learn to start projects one bar in.

 A lot of people seem to feel this way, but all my projects start at 1:01:000 unless they start with "pick-up" notes or  need to have MIDI controllers/SysEx sent in advance of the first note, and I seldom have issues. Bvideo has pointed out some of the things that can cause problems. If there's a problem with this, it's likely interface/plugin/project-specific.
 
First note being laid down at the end of the recording definitely sounds like a loop-recording issue, or maybe the result of some MIDI FX. X3 had an issue with MIDI FX buffering on playback that was fixed in 2015 sometime, but I don't think it affected recording.
 
I'd also recommend the OP raise  the MIDI Prepare Using Buffer to the Pre-X1 default of 500ms if it's at the newer default of 250. 250 is too low for a lot of systems, regardless of their specs, and will cause dropped MIDI notes on playback.

would try to stretch the midi clip to the left, if there's still room (time) there.
then somehow bounce it or so, and check if your first midi note is in the clip....it should be ok then.
(that first midi note, could be offset to the left somehow and fall outside the clip therefore, or it's just to early for the synth or Sonar to play it.

yeah, i think I raised the midi buffer in prefs years ago to fix mine.

Sorry for late reply, thanks for all suggestions.
 
I am recording in loop mode (comping) and still have this issue with first note missing.
 
From suggestions what I may try is to copy loops over 4 bars and then record into the later bars and see if this will help as a work around. 
 
The first not is always missing regarding of synth or recording method. I have mostly recorded from hardware into audio which is fine, just lately now I have been having the urge to use more soft synths and make use of them hence only really to start noticing this issue.

It sounds to me as if you are anticipating the first note.Since this is a common technique in performance, you may not even notice.The start time of the note is what triggers the note, so if it falls outside of the loop time it won't sound even if you see the duration of the note in the loop.Try opening up the event list and see when the note starts. Move it to a couple of ticks past when the loop actuall6y starts.