CPU runs, monitor gets signal, but there is no display.?

CPU runs, green light in front of CPU shows, fan runs, monitor shows orange light, but there is no display.This happens for the very first time.But when i directly switch off and start (directly from main power supply, insteading of shutting down and restarting the system) it woks fine(there will be display).So, I can't understand what could be the problem inside.Please help me in getting out of this.