Additional Information on "So"
- Used for starting a statement in a conversation (SPOKEN)
a. Used for continuing a conversation, especially for starting a new subject or starting to ask a question
So, let's get down to business.
So, what do you suggest we do next?
b. Used for introducing a question in order to make sure that what you have heard or noticed is correct
So, you've finally decided to come with us?
Source:
so - definition of so by Macmillan Dictionary
One may like to go through the link posted above. It is not wrong grammar to start a sentence with "so"; however, the correctness depends on the usage.
Warm regards.