So, should you put comma after sentence-initial so?
While the traditional role of so as a conjunction does not require using a comma after a sentence initial so, when so appears at the beginning of a sentence as an interjection or discourse marker in informal speech, it should be followed by a comma.
If you struggle identifying whether a sentence-intial so should be followed by a comma, here is a simple explanation that might help you out!
Whenever you encounter a sentence-initial so, you have to ask yourself:
a) Is so acting as a coordinating conjunction (see image below)?
In the example above, so HAS meaning. It establishes that "I had to eat Top Ramen for every meal" is the result of "I was broke all week". If so has meaning and is acting as a coordinating conjunction that ties together one clause to the previous one, then you SHOULD NOT put a comma after it at the beginning of a sentence. Coordinating conjunctions DO NOT take a comma after them when they appear at the beginning of a sentence. Would you put a comma after but if the sentence begins with but? You wouldn't!
b) Or is it only an interjection without meaning? See this example:
Speaker 1:
Ah, I hated it. But yeah, you learn a lot. You don’t realize how much you’re learning as you—
Speaker 2:
That’s right, yeah.
Speaker 1:
So, you go overseas, and I know that when you were halfway through, Normandy was happening.
Speaker 1 is changing the subject completely in this interview. There is no cause-result connection between a previous clause or sentence and what he says next! If that's the case, you SHOULD put a comma after that sentence-initial so.
In summary:
CONJUNCTION --> ESTABLISHES CAUSE-RESULT RELATIONSHIP --> DOES NOT TAKE COMMA
INTERJECTION --> NO RELATIONSHIP --> TAKES COMMA