A turn on of a quantum dot (QD) semiconductor laser simultaneously operating at the ground state (GS) and excited state (ES) is investigated both experimentally and theoretically. We find experimentally that the slow passage through the two successive laser thresholds may lead to significant delays in the GS and ES turn ons. The difference between the turn-on times is measured as a function of the pump rate of change and reveals no clear power law. This has motivated a detailed analysis of rate equations appropriate for two-state lasing QD lasers. We find that the effective time of the GS turn on follows an -1/2 power law provided that the rate of change is not too small. The effective time of the ES transition follows an -1 power law, but its first order correction in ln is numerically significant. The two turn ons result from different physical mechanisms. The delay of the GS transition strongly depends on the slow growth of the dot population, whereas the ES transition only depends on the time needed to leave a repellent steady state.