I have installed LED recessed lights on three way switches. It seems the lights will not work when I attempt to turn them on starting at on switch. If I walk to the other three way the lights will come on, from this point on both three way switches work perfectly fine. This never happened when I had Incandescent bulbs in the lights. Any suggestions?

This sounds very much like a problem with the switch wiring. Did you mess with the wiring? There should be no functional difference between LED and incandescent lights.

Agree with Wally. Sounds like a classic miswired 3-way.