Look into the movie clip symbol and find out where the movie actually plays. If there are any blank frames before the actual movie starts, you will not see the actual movie until the blank frames have been played through. Another possibilty, the movie clip contains so much data that takes your computer a short delay to process all that information.
The latter holds true when you are viewing the animation on your computer. If you are watching the movie on the internet, it could take some time to actually download the movie clip and play it. That is where a good preloader would come in. With a preloader, all the data would be loaded and, thus, preventing a delay. Hope this helped.