It probably has more to do with IE than session_start(). I create/serve PDFs on the fly every day after authenticating the user.
IE has a couple of bugs when serving PDFs (or any file for d/l). First, it won't refresh the mime-type of a page even after the page is refreshed, so when you serve the PDF, if there is an error thrown, it reads the mime-type as text/html. If you fix the error, then simply hit refresh on that window, IE won't chnage the mime-type, so it spits out the PDF as text/gibberish to the browser. You have to navigate to a different page, than come back to that page to get it working in IE.
The other bug only applies if you are serving files from an SSL server. IE requires some weird headers (specifically, Pragma, I think). Google should help you find the specific headers.