Control system basic feedback loop, what's happening at the initial state?
There will be a system output. Say you're controlling a motor shaft, and the sensor is an encoder that measures the angle of the motor from 0 - 360 degrees. When the system is turned on, the motor shaft has a rotational position, which is measured by the sensor. The motor will then turn to the angular position dictated by the reference signal.

Think of the output as being a state, ie a speed, position, temperature. When the system starts, the output has an initial state. A motor might have zero speed, oven might have ambient temperature.