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.

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See Also

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."