During Windows XP startup, why do I sometimes have to press Enter or Esc at the welcome screen?

During Windows XP startup, why do I sometimes have to press Enter or Esc at the welcome screen?

Sometimes during boot-up (there's no pattern that I can make out) Windows XP will get stuck at the blue 'Welcome' screen. If I press Esc or Enter then Windows continues to boot up and everything is fine, any other key and it just sits there. It's like there's a dialogue box hidden behind the blue.