That happens when you change some settings but don't apply them on Windows startup. hence the settings applies when you first run the program.
If so, you can either keep the changes or revert them back to default and apply.
What you want to do is head over to MSI afterburner settings, under general properties, tick Start with Windows and press ok. Also make sure you apply the settings by pressing the key [Startup] button on the left hand side under memory clock counter.
CPU Fan speed can be reduced within the program if the fan spinning is abnormally loud.