When you start FEBioStudio or create a new model using the File/New menu, you'll notice that FEBioStudio by default creates one step, namely the Initial step. This initial step does not perform an actual analysis; instead it is a placeholder for the initialization phase of the analysis. Currently, the most important aspect of this step is that all boundary conditions, loads, constraints, etc. that are defined in this step will remain active during all subsequent analysis steps. This is different from an analysis step in that e.g. a boundary condition defined in an analysis step will only remain active during that step.