I think it has something to do with a loading gui, but I am unsure. Any ideas?
A container whose contents are replicated to all clients (but not back to the server) first before anything else. Useful for creating loading guis, tutorials, etc.
This example uses GetService to get ReplicatedFirst, then runs the :RemoveDefaultLoadingScreen method to remove the loading screen.
local RF = game:GetService("ReplicatedFirst") RF:RemoveDefaultLoadingScreen() -- Should remove the "Loading..." ROBLOX startup.
http://wiki.roblox.com/index.php?title=API:Class/ReplicatedFirst