Indeed, as @mauro3 says, this is one of the most common pain points of Julia, particularly coming from other languages that either hand off your computation to compiled libraries or just do everything in an interpreted way.
In Julia that first compilation is generating the optimized code for the actual computation to fly. If your computation is very quick already or you are doing some simple scripting or interactive exploration, it is painful, since we’re talking about adding from 0.1s to a few seconds to most commands. If you are doing a serious computation that takes more than a few seconds, the compilation time is peanuts. So that’s the downside of the Julia model at the moment. (The upsides are more than just speed, but take a bit to fully understand). Once we can fully cache compilations between sessions (i.e. essentially the aim of PackageCompiler.jl) the downside will likely disappear.
Apart from the tips above, note that you can also “deactivate” most of the Julia compilation magic in any given session by launching it with julia --compile=min. It will not run very fast (it will be essentially like interpreted python I think), but it will probably be more snappy. Check it out and let us know how you find it! I never use this because I’ve gotten used to Revise, which is really fantastic (although it has its own set of drawbacks still).
PS: see also Fully Interpreted Julia
PS2: another related package to save compilation results: https://github.com/TsurHerman/Fezzik