What's the purpose of a Grignard reagent initiation?
The first step in the Grignard reaction involves transfer of an electron from the surface of the metal to the alkyl halide to form a radical anion.  The radical anion then disproportionates into a free radical and halide anion.
\begin{aligned}
\ce{R−X + Mg &amp;-&gt; R−X^{•−} + Mg^{•+}}\\
\ce{R−X^{•−} &amp;-&gt; R^{•} + X^{−}}\\
\ce{R^{•} + Mg^{•+} &amp;-&gt; RMg^{+}}\\
\ce{RMg^{+} + X^{−} &amp;-&gt; RMgX}\\
\end{aligned}

When you take the magnesium out of the jar, the surface has a thin oxidation layer on it that prevents the initial electron transfer from occurring.  We used to take one piece of magnesium and scratch it good with a knife to expose a clean, fresh magnesium surface.  We would place this piece of magnesium in the flask (dry ether and the rest of the magnesium already added) and drip in a few drops of the alkyl halide.  Without fail, within a minute or two, mild bubbling would be noticed (local ether boiling), which became vigorous as the initiation phase of the reaction "cleaned" the surface of other pieces of oxidized magnesium.  After the vigorous bubbling started to subside we would drip in the remaining alkyl halide plus ether solution at a rate to maintain ether reflux.  So the reaction does involve a free radical but the initiation phase really has more to do with removing the oxidation layer from all of the magnesium and allowing that initial electron transfer step to occur.