Why don't my characters follow the particle immediately when they start?

Depending on the spread between the particle start direction and your characters initial orientation, you may need to add Starting Motions in your locomotion so that they can go in the right direction more quickly.

In some cases, your neutral motion (0 m/s, no turn) can be chosen as a starting motion. If this neutral motion is long, it may differ the departure of the character. In this case you can lower the 1st Motion Replay Ratio in the Locomotion Attributes of your Locomotion Behavior.