So you have two choices listed here, by far the simplest is to take asafsitner's BroadcastMessage concept when your initialisation is complete. This is a slow method, but you don't really care as this happens only once. The event model is fast and works well if you need components to react to changes in your state machine on a regular basis.

Unity doesn't have a "root" scene object, so it turns out that you should probably use a loop and SendMessage something like this:

Add Linq to your usings:

using Systen.Linq;

The when you've initialized

foreach(var go in GameObject.FindObjectsOfType(typeof(GameObject))
     .Cast<GameObject>())
{
    go.SendMessage("StateMachineInitialized",
          null, SendMessageOptions.DontRequireReceiver);
}

In each object you can now optionally add a void StateMachineInitialized() method to do what you need to do on initialization, like enabling things.

If you wanted to use events then to your state machine you would add some event definitions, in this case Initialized. I'm guess you have one master statemachine, if you had multiple this would be more tricky.

public class SomeStateMachine
{
     public static event Action Initialized = delegate {};

     void Start()
     {
          // Some kind of initialization

          Initialized();
     }
}

Your other objects subscribe to this event:

public class SomeOtherBehaviour : MonoBehaviour
{
    void Awake()
    {
          SomeStateMachine.Initialized += MethodCalledAfterInitialization;
    }

    void MethodCalledAfterInitialization()
    {
          // enable or whatever

          SomeStateMachine.Initialized -= MethodCalledAfterInitialization;
    }
}

You could have events for states changing etc.