Any transformer takes a large surge current when you apply power to it, the bigger the transformer the larger the surge. Toroidal transformers are much worse than conventional ones, it's common practice to use a 'soft start' circuit on high power amplifers that use toroidal mains transformers. Anything over 300W or so will usually do this, is your transformer a toroid?.
Try connecting your transformer via a high wattage resistor to limit the surge, and see if it starts up then! - a 220 ohm would limit it to about 1A. If it starts up you can then short it out with a switch, usually a triac circuit is used, fed by a delay circuit - but a simple switch would be fine just for a test.