Official comment
@Lukas > Congrats on the new gear. These are both easy problems, first time users occasionally have these questions with many Pioneer products!
1) Enable AUTO CUE by pressing and holding the auto cue button, you'll see A.CUE appear in the display, meaning when a track is loaded, it will cue to the first part of audio (or first hot cue, if you have that setting selected).
2) The short loop is known as a "stutter cue," heralding from the early days of CDJs where there was no vinyl mode. To assist a DJ in setting their cue point, the player would loop one frame of audio. This is perfectly normal, but if you'd rather not hear it, set the player to Vinyl mode instead.
Enjoy!