If your application should be iconized from the beginning, set the for property WindowState to wsMinimized.
To keep a form iconized (and prevent a restore), add the following handler to your form class definition:
// e.g. the private section
procedure WMQueryOpen(var Msg: TWMQueryOpen); message WM_QUERYOPEN;
implementation
// ..
procedure TForm1.WMQueryOpen(var Msg: TWMQueryOpen);
begin
Msg.Result:= 0;
end;