If you want to print over USB, then you have to go into your machine type settings and change the gcode type to 'RepRap (Marlin/Sprinter)'. That includes the preamble gcode necessary to heat things up, home the head, and generally get things ready to print.
When you have the gcode type set to 'UltiGcode', most of those things are missing. The printer adds them automatically, at the start of the print, but only when printing from SD card.
Using the different gcode type shouldn't make a lot of difference to the actual print, although a few things happen differently, under the covers. But even if you change the gcode type, I'm not entirely sure that everything will be flawless with the beginning and ending stuff.
As George said - USB printing isn't supported at this time. I think it will probably become more supported in future, once UM figures out how people use their printers, and what all the complexities are... but for now, you'd be better off just printing from SD card, rather than fighting the system - especially as this is your first printer: there's enough to learn as it is, without added complexity of quirky things that should work, but don't quite.
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gr5 2,234
Printing from USB is possible but unsupported and not recommended. USB is flaky and if you print a 5 hour print and it fails half way through you will not be happy. However by all means go for it - hopefully someone else will actually be able to answer your question. I think this question was answered on these forums in the last 2 day or so - probably by Daid.
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