I've noticed this issue for several months with the Web Player, where often a song/album won't start playing the first time I click Play after loading up the site. The Play button shows it has been pressed, but the song/album doesn't play.
To resolve the problem, I have to reload the page and then it will usually work. It's a minor but consistent annoyance.
I've experienced this across two computers; one is a Linux Ubuntu 14.04 desktop with the Firefox web browser (latest version), and the other is a Chromebook running Chrome OS and the Chrome browser (latest version).
I wonder if it's an issue with the Flash plugin.
I just upgraded to Premium, and was surprised the issue is still present. I hope it will get addressed soon.
Thanks regardless for offering an awesome service!