There are several things that can slow initial load of MediaMonkey:

1. Playing, the more files in the Playing the longer it takes MediaMonkey to read the files as MediaMonkey will read from the files themselves. Reduce the amount of files in the Playing to speed up the MediaMonkey start.
2. Filelisting, the more files in the selected node in the Media Tree, the longer it takes. If you have a node in the Folders node in the Media Tree selected on startup it will increase loading time as this node reads the files themselves, while Collections and Playlists will read from the database which is much faster. Avoid the Folders node at startup.
3. Folder Monitoring, Folder Monitoring’s startup scan will scan files at start of MediaMonkey which can slow the start. You can disable this under File > Add/Rescan Files.
4. Database, running File > Manage Database with Optimize database checked can improve MediaMonkey’s overall speed, including how long it takes to start.