I think the first time I noticed a person begin a sentence with “So” was Jason Craft, director of technology and my boss at Enspire Learning, around 2005. I liked it. It implied that there was about to be a story told, I thought, rather than a pat answer.
According to NYT writer Anand Giridharadas this traces back to Silicon Valley, some time before 1999. Microsoft also appears to take credit.
Thanks to Boing Boing for the link.