It sounds like you either have a very slow connection to that server or your course is really large (or a combination of both).
I think you need to find out the connection speed to the server and build your course in such a way that it targets that.
The initial 'wait time' before the loading text and gif appears will be most affected by the amount of source code it has to download, so if you're using a large amount of plugins you may want to cut down on those.
As a temporary workaround you could modify index.html to be hard-coded to contain some kind of loading message - so that it will appear instantly.
Having very large JSON files also affects start up time but I think they start loading after the loading text and gif appear.