What are you printing from? if it's a computer with USB 1 ports then it can take a long time to send larger documents to the printer. also if the printer has not been used for a little while it will go to sleep and take a little while to wake up.
You can also try right clicking on the printer in control panel > printers and selecting properties, click on the advanced tab and select start printing immediately.
Also if you have any options set to collate what you are printing then the printer will need to wait for all pages to be sent to it before it can start printing so it can print them in the correct order.