An oft-cited challenge of federated learning is the presence of heterogeneity. \emph{Data heterogeneity} refers to the fact that data from different clients may follow very different distributions. \emph{System heterogeneity} refers to the fact that client devices have different system capabilities. A considerable number of federated optimization methods address this challenge. In the literature, empirical evaluations usually start federated training from random initialization. However, in many practical applications of federated learning, the server has access to proxy data for the training task that can be used to pre-train a model before starting federated training. We empirically study the impact of starting from a pre-trained model in federated learning using four standard federated learning benchmark datasets. Unsurprisingly, starting from a pre-trained model reduces the training time required to reach a target error rate and enables the training of more accurate models (up to 40\%) than is possible when starting from random initialization. Surprisingly, we also find that starting federated learning from a pre-trained initialization reduces the effect of both data and system heterogeneity. We recommend that future work proposing and evaluating federated optimization methods evaluate the performance when starting from random and pre-trained initializations. We also believe this study raises several questions for further work on understanding the role of heterogeneity in federated optimization.