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I started just as samples from manufactures became available so my system was already mature. However if I did start a new system I would certainly start with pellets right from the start. I don't see any advantage to waiting until you have nutrients to start. If you don't have enough nutrients for your bacteria to start working on your pellets they will simply sit inert until the bacteria has what it needs to start.
Short version, other than money no reason to wait.

