During the first time you visit the game/play site, loading time is longer.
This is because the game is saving stuff to your cache or temporary internet files.
This affects every first encounter you make in the game such as:
First location visit
First time accessing the map/shop
First time you play one of the driving/mini games
Things will get faster on your second log in after you've been through places and things.
Also, hardware specs above minimum requirements (at least 1 GB RAM) as well as internet connection speeds above 1mb/sec. makes things faster.