FWIW from someone who just earned a functional therapist cert: others have touched on it above but here's my take in sum: you want to put your joints through a full range of motion to lubricate them. That is a full range of pain-free motion for YOUR body. Everyone is not the same here.

Easy starts are the best, because on a bike, you are putting your knee joints through a full range whether going 2 or 20 mph. Starting slow for a couple minutes is probably best, but as some above note, they can hammer away right from the get-go. I recommend not hammering right away, especially if under a heavy load. Use low gears when starting out. Injury is caused by force. Keep the forces low and reduce the chance of injury.

Happy riding everyone!