This sounds like the normal difference between color managed and not color managed applications. The Photoshop start screen with its "recent files" is for some reason not color managed. Once you open the file into Photoshop proper, full color management kicks in and the file is displayed correctly.
If you open raw files from Lightroom, there is an additional gotcha. The default setting in Lightroom is to open in Photoshop as ProPhoto RGB. The problem with ProPhoto is that it absolutely requires full color management to be seen correctly. Without color management, ProPhoto files appear very dull and desaturated.
You should change the Lightroom preference for "Edit in Photoshop" to sRGB until you get more experience and understand the implications of using ProPhoto. Until then, avoid it. It will cause you nothing but headaches.
Windows "Photos" is now color managed, but that was very recently added. In your case it sounds like it hangs for a second until the profiles are properly loaded and the conversion into the monitor profile completes. I've seen that happen with Bridge too on occasion.
I should probably explain what color management means here. It means the same thing as when you convert an image to a different profile in Photoshop, like, say, from ProPhoto to sRGB, using "Edit > Convert to Profile". But the display color management process happens automatically, on the fly, as you work. The document is converted from whatever embedded document profile is there, into your monitor profile, which is also a standard icc profile.
These converted numbers are sent to screen, and this way the file is correctly represented on screen regardless of the document color profile, and also corrected for the flaws and inaccuracies of your display.
For all this to work as intended, you need to have an accurate monitor profile. For critical use, you need a calibrator to make that, and advanced/experienced Photoshop users will always have and use calibrators. If not, you will probably have a manufacturer monitor profile distributed through Windows Update. For now I assume that's good enough.
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