Your assumption is correct, Tableau is caching the View, which is why it loads more quickly when the user exits and returns moments later.
There are many factors that can play into how fast your Viz Loads, including datasource size, relative filters, etc. More reference here.
Which version of Tableau Server are you running? There have been a lot of improvements made in load times with V9.x
There is also a Third Party Tool that performs Cache Warming,
Or you can try using this trick by Christopher Russell.
It is not so much Cache Warming, as it is just loading all of the data into Ram more quickly.
Hi Rody, I am at version 9.0 for Desktop and Server. Thanks for the links I will look into those.
We spent a couple of days on this problem - the file appears to be lagging on server caching, but is really fast in desktop and on our internal server, only when we went out to our external server did we find this lag - and then only on the 'first' load (the cache has a timeout but we never waited to time how long the cache held for). The lag was anything between 1-3 minutes.
We also noticed this lag only occurred in viz's that have maps - to remedy this go back to dashboard and change your map settings to offline mode. This works even if you are using custom geocoding in our case.