The Initial element is used by Activity and State Machine diagrams. In Activity diagrams, it defines the start of a flow when an Activity is invoked. With State Machines, the Initial element is a pseudo-state used to denote the default state of a Composite State; there can be one Initial vertex in each Region of the Composite State.
This simple example shows the start of a flow to receive an order.
See UML Superstructure Specification, v2.0, figure 257, p. 336.
OMG UML Specification
The OMG UML specification (UML Superstructure Specification, v2.0, p. 470) states:
"An initial pseudostate represents a default vertex that is the source for a single transition to the default state of a composite state. There can be at most one initial vertex in a region. The initial transition may have an action."
The OMG UML specification (UML Superstructure Specification, v2.0, p. 335) also states:
"An initial node is a control node at which flow starts when the activity is invoked."