Why do reactions involving oxygen need initial heating?

Not ALL reactions involving oxygen require heat to get them going: see pyrophoricity for example.

But many do.

Although oxygen is almost as electronegative as fluorine, the latter is much more reactive at room temperature.

This is because in $text{F}_2$ the $text{F}$ atoms are bound by a single bond $text{F}-text{F}$ while in the case of $text{O}_2$ the $text{O}$ atoms are bound by a double bond $text{O}=text{O}$.

For the $text{F}$ or $text{O}$ atoms to take part in reactions these bonds need first be broken. Breaking single bonds is much easier (requiring lower energy) than breaking double bonds.

This explains the generally higher reactivity at room temperature of fluorine compared to oxygen.

Biosystems like human beings owe their existence to the "sluggish reactivity" of oxygen, as a biosystem based on the aggressive reactivity of fluorine is almost unimaginable.