The processor is doing stuff (including with the Serial port) right after start up. You only need the delay() once, right after Serial.begin(). I typically use 1000ms just to be on the safe side. I do the same thing for boards whose ``Serial``` port is native USB. In fact, for portability, I do it with code for all boards.
void setup() {
Serial.begin(115200);
delay(1000);
for (int i = 0; i < 10; i++) {
Serial.println(i);
}
Serial.println("---");
}