The quote in the post above has good info. Yes, you can start/run the generator while plugged in, but it's NOT a good practice. You'll cause unnecessary wear to the transfer switch and there is always a chance that it glitches or doesn't switch fast enough and can cause a dual load and trip breakers. Even though my previous coach, 2005 Diplomat, was designed to be able to switch while on shore power, I accidentally started the generator one day and sure enough it glitched. Luckily, it only tripped some breakers.
Anyone who says they're doing it all the time is playing Russian Roulette and unnecessarily causing wear of their transfer switch.
The only time you shouldn't be concerned about being connected is when there is a power outage at a campground. In this situation, you can run your generator while still connected. Even if the power comes back on, the generator has priority and will continue to run. Shore power won't turn back on until the generator is turned off.