@Sascha-Domres The red line showing where you’ve traveled begins populating as soon as the watch picks up a GPS signal while on the activity start screen, even before you press start. So if you load an activity start screen while traveling to a trailhead, for example, to “prime” the GPS, you’ll see that trace on the map screen once you start the activity.
I don’t think that’s what happened to you, though. In this case, it looks like the initial GPS lock was way off to the west of where you began. As the GPS zeroed in, it connected those dots, drawing the red line across the map.