So this is a problem that has been trying me for the past year. Here is what happens:
First boot: my computer has been off for several hours. I know that booting into Windows will just BSOD (MEMORY_MANAGEMENT and all that jazz) and booting into Linux will cause several applications to shut down until X.org crashes. So I'll boot into memtest86 to find out the status of my 2x2GB of RAM. Tons of errors right off the bat.
Obviously the RAM is kaput then, right? I decide to sleep on it, pop out one RAM stick, and boot back into Memtest86. No errors. So this has narrowed it down to that one RAM stick, then, since there are no errors? The problem is, if I boot with both RAM sticks, and then shutdown from BIOS, and then start my computer up again, there are no problems with either stick.
Here are some relevant system specifications:
i5-750 at stock, GA-P55-UD3R (BIOS F8a), 2x2GB G.SKILL Ripjaws F3-10666CL8D-4GBRM
Originally I thought it was perhaps the power supply, being the only part that I would think could fail to function upon first boot and thus perhaps not providing enough power to my RAM or something (especially since the "faulty" RAM functions perfectly after the first boot: I've been using the two sticks for the past year on all kinds of programs and games, without failure). I switched from the Antec earthwatts 500W PSU to a Corsair 400W CMPSU-400CX PSU but no dice, same errors. In case you're wondering about the downgrade, I'm fairly certain that my system can run on 400W of power, I was more concerned about some sort of bad circuitry or something else. Additionally, the errors persist if I remove my IDE hard drive (concerning power issues) and optical drive.
Full system specs:
Processor: Intel Core i5-750 @ 2.8GHz
Motherboard: GA-P55-UD3R (BIOS V.F8a)
Graphics Card: SAPPHIRE HD 4870 1GB
Monitor: LG W2343, 1920x1080 60MHz
RAM: 2x2GB G.SKILL Ripjaws DDR3 1333 8-8-8-24
Hard Drives: WD Caviar Black 1TB, Seagate 300GB IDE
Case: Antec Sonata III
Power: Antec earthwatts 500W
Optical: HL-DT-ST DVDRAM
Not sure what else to do. I've checked for bad capacitors on the motherboard, I've reset my BIOS to both "default" and "optimized" settings, checked all of my drivers (not that I'd have to worry about that pre-OS level). It looks as though maybe my motherboard is to blame, although I hope that isn't the case. The only thing more awful to replace than the PSU (which I just did) is the motherboard. But perhaps there is something I've overlooked.
More about :p55 ud3r dual channel memory failure cold boot
The first link is me, heh. G.Skill has confirmed that it was an error in their fabrication process that causes these issues, so I am RMAing the RAM. Just as well, because my motherboard's ethernet seems to have died so I'm replacing it as well.