Have you had your 190E long? This sounds like normal behavior. If you are DEAD stopped, the car should start in 1st gear. If you are moving slightly, it will start in 2nd gear, and will not downshift automatically. This peculiar behavior is by design, and is so indicated in the manual. If yours is the 2.3 8V, starting in 2nd is pretty leisurely.
You can start in 1st by shifting to that gear first, but you will then manually have to shift up.