Is there a function like Start for starting up unity?

Is there a function like Start that does whatever is in it when you start up unity?

You can call a static constructor from an editor script:

unity UnityEditor;

[InitializeOnLoad]
public class ExampleClassName
{
	static ExampleClassName()
	{
            // do something when the application starts
	}
}

This would also be called after script compilation finishes, so be aware of that.