I guess it's the same effect as
[windowsflagkey] + F5 has on your desktop?
If so, that's completely normal. As windows is starting up, it's loading all kinds of processes and services. Some of which have to do with file associations, thumbnails, and the desktop. Explorer.exe, the process that controls the desktop and the file browser, is loaded first. This will initially display the icons on your desktop.
My best guess is that some service or process loads up next and says something like: This file should have this icon instead of the one you already use, or they just refresh the desktop as
[windowsflagkey] + F5 would for whatever reason.
If this happens very slow for you, that is because your computer is running and loading all kinds of things while logging in to Windows. A very similar question to this has a few solutions to speed this up:
in windows 7, during startup, why do my icons go blank and then reappear
A quick google on the topic gave me this information, so I'm sure you should be able to find it yourself too. Often, Google can find you the answer to simple questions much faster than asking a new question here. If you can't find it, feel free to ask of course.