In most cases this is an issue of temperature equilibration in the microplate wells. Whilst the reader will show that the temperature inside the reader is stable, the samples (if the solution inside the microplate is not preincubated) will take time to heat to the desired temperature that is inside the plate reader. For a room temperature plate to reach 37°C, it could take up to 20 minutes. Therefore, it is recommended to preheat the microplate and thus the solution in the wells before starting measurements. BMG LABTECH also offers a microplate incubator and shaker, called the THERMOstar, for this specific purpose.
For more information on the incubation function in BMG LABTECH's microplate readers, see: http://www.bmglabtech.com/technology/incubation-shaking.cfm