My first thought is that when you boot the system, the BIOS finds a setting that it doesn't like, looks for a bootable setting, then powers down, and successfully tries again.
Second thought: if the problem only happens like the first time you try to turn on the computer for the day, you could have a minor fault in the circuits that control the powerup sequence of the PSU.
So does this happen each time or just occasionally?
System configuration?