is it possible have a spinner that loads with nothing selected
Only if there is no data. If you have 1+ items in the SpinnerAdapter, the Spinner will always have a selection.
Spinners are not designed to be command widgets. Users will not expect a selection in a Spinner to start an activity. Please consider using something else, like a ListView or GridView, instead of a Spinner.
EDIT
BTW, I forgot to mention — you can always put an extra entry in your adapter that represents “no selection”, and make it the initial selected item in the Spinner.