131knf If you want to get more detailed, the computer starts by loading assets from the game's program files into memory. That workload involves the RAM itself, the drive where the data is stored, and the processor, the last of which would be the source of most of the heat and therefore the reason the fans are revving up. Later, the CPU will also pull data from the disk to pass along to the graphics card for the GPU to store in its video memory, and the GPU can off a lot of heat as well, although it won't do so to nearly the same extent as the CPU until it's actually rendering the game.
The CPU will complete its tasks as fast as it's able, likely running at or close to its max turbo speed until the workload decreases. This is exactly what you want: the maximum performance out of your hardware, barring any overheating or any limits from the application being run or from the user. The fan speed doesn't necessarily mean anything is wrong, only that the heat output has increased.
If you'd like, I can show you how to monitor your hardware activity. The Task Manager's Performance tab only gives a rough outline, but it's a reasonable place to start if you're interested.
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