We have a thermostatic concealed shower valve I believe.

Sometimes when the on/off lever is turned, the water just trickles out. If we leave it trickling for a few minutes, then it comes into life.

Does this problem sound familiar? If so What could it be?

It depends what type / brand of valve you have. Most likely, it is debris inside the valve or the pressure balancing cartridge is not working properly. You will solve that problem by removing the cartridge and replacing it with new one.

You my also try to clean the old one by dipping it for an hour in vinegar

Hope that helps

Milo