FIR Filter phase shift and stability
This is perfectly normal. At the beginning you see the transient effect because the signal suddenly starts and the filter was at rest before (zero initial condition). A causal filter will always add some phase shift to your signal. This phase shift is usually frequency dependent, but for a linear phase FIR filter the resulting delay is independent of frequency.

If $H(e^{j\omega})$ is the frequency response of the filter and $\phi(\omega)=\arg\{H(e^{j\omega})\}$ is its phase response, then the phase shift experienced by a sinusoid with frequency $\omega_0$ is simply $\phi(\omega_0)$, i.e. the corresponding time delay equals $-\phi(\omega_0)/\omega_0$.