The Arduino XBee shield uses a resistor divider to connect the TTL 5V Arduino Tx to the XBee Din line. This has the side effect of pulling the Din line to GND if the Arduino is not asserting the Tx line. Problem is that the Arduino does not have control of the TX line during the brief power up sequence.
Series one (802.15.4) Xbees use a low on DIn during power up to force entry into command mode at 9600 baud –an escape for when all else fails.
This means that you cannot use the XBee for about 10 seconds after power up. To avoid this you need to pull up the Arduino Tx line by attaching a 10K resistor between Tx and 5V. Here are a couple of shields I modified







Look at the last line on the page –gives a clue?