The 737 will start in the same state that your default flight in the sim is.

For FSX/FSX-SE, I use the C172 in a cold and dark setting, as the default setting, so the 737 starts cold and dark.
In P3Dv3, I use the Baron 58 in a cold and dark setting, as the default setting, the 737 starts cold and dark.
In P3Dv4.4, I use the Piper J3 Cub in a cold and dark setting, as the default setting, and the 737 starts in  a cold and dark setting.