Starting a generator at full load can cause problems.
A generator starts producing current as soon as the engine starts turning, does not care what RPM it is turning at. Without a load it comes up to speed quickly, with a load it takes longer to get up to correct speed.
Remember, the gen 'SET' is two half's, engine and generator. With a generator the engine is set to run at one speed to produce current. With a inverter type of gen set the inverter is set come up to the needed RPM before it starts producing current, hence to large cost difference between a generator and an invertor.
Here is where the problem comes in, when a generator is trying to produce current at a slow speed it can burn out one of the diodes (usually three diodes in a gen set). When this happens the generator then only produces partial current possibly damaging whatever appliance or electronic device you have hooked up. The engine will come up to normal operating RPM producing only partial current so you may not realize that you are damaging your electronics. This process only takes a few minutes to happen.
Remember to either trip the breaker on your generator (or invertor) or unplug the load before starting the set. Can save you some money and headaches.