Both of the suggestions are right, some planes have the original pitch made to climb, others to go downward as a default, for example I know that on the Baron 58 the pitch is originaly set so the plane goes down, so I just put the pitch wheel down totally before takeoff, (I know this well, I have more than 50 flights with the Baron, I think...). I think that another plane also behaves strange, but they are all in the VFA fleet, I dont remember any jets having these problems. Also, about the Autopilot on automatic, that happens when you finish a flight and without closing FS you start another, ususally Speed Hold is also on under those circumstances.
Cheers!
Alex;)