I wouldn't do it in formal writing, but plenty of lines begin with "so" in poetry and in narrative prose. I'd say the comma is optional, depending on whether you intend a pause. html
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clee62When I was in school, one of my English teachers mentioned we should not use "so" in the beginning of a sentence.Your teacher was probably trying to discourage the strange habit that more and more people seem to be developing these days -- that of starting every sentence with "so" -- especially when answering a question.
CalifJim-- that of starting every sentence with "so" --I agree completely. It should be used only to indicate that the decision to take a course of action was based on the preceding information.
Do not be tempted to imitate this nonsense!