I used to be ambivalent about it.
I had a job, this time last year, where my supervisor started every conversation with "so," and was the type of supervisor who never talked to you unless there was a problem. She was also the type of supervisor who played favorites and never made direct observations. If she was talking to you, it's because someone had tattled on you and you had to defend yourself.
So, we've had a resident complaint... The item the resident said was too salty was a pre-seasoned, reheat & serve entree.
So, I hear your service was late... It wasn't my service. Yes, that meal was late. I was not the cook on duty that night.
So, [name] came to talk to me, because she didn't like it when you spoke to her about needing to complete the temp logs. She didn't record any food, fridge or freezer temps in the two days she was PM cook. The inspectors are in town. It's the cook's responsibility to maintain the temp logs. CMS, State, or Corporate aren't going to ask you who was on duty. They are going to write you up because the temp wasn't recorded.
I think it depends on why they're starting the sentence with "so". "So" is a coordinating conjunction. If the speaker is using "so" to indicate where this information falls in relationship to some other piece of information, it doesn't bother me.
If the speaker is using "so" as a preface to providing backstory, I don't find it irksome. Here's a good article from NPR about this particular (and somewhat recent) use of "so":
So, What's The Big Deal With Starting A Sentence With 'So'? : NPR
When the speaker uses "so" as an indicatory that they're about to be condescending, accusatory, etc., then it's irritating.
"Our past is a story existing only in our minds. Look, analyze, understand, and forgive. Then, as quickly as possible, chuck it." ~ Marianne Williamson