If you go to General in the preferences, you will see "Playback ****** on wake". By clicking the ***** (which is a button) it will cycle through 4 options, Normal, Random, Resume and Off. Normal plays the first track in the library. Random plays a random song. Resume is like your head unit. Off is of course no playback on startup.
Playing a song on startup is great, however it seems to play the same song every time which is a little repetitive. I don't see a way to change this? My current head unit will resume the song wherever you turned the car off.