wuchy143,
You would be better to connect the capacitor between the output and the gate. That will give you a slower, more controlled start-up, and the rate of rise of voltage will be less dependent on the value of the load and the exact characteristics of the FET.
What I have suggested works even better where the power supply is established and the FET is being used to start the circuit. That way the capacitor is charged one way when the circuit is off, and is eventually charged the other way when the circuit is on. There is a slow ramp in voltage. If the capacitor is discharged to start with, the output voltage will quickly rise to (supply voltage - FET threshold voltage)