i don't have cs6 to test, but all previous versions of ae that have the 'render multiple frames simultaneously" option have to start up background renderers, one for each core that will be used. so that part sounds normal... also, it should only happen once after starting ae.
as for performance with or without that option, it does depend a lot on the project. some will benefit more from mp, while other may not.
personally i would always have it on, unless i was having issues. however, there are some things that you should know about when enabling mp in ae and you should take a look at this (although it is from the cs5 manual, i think it still applies to cs6):
http://help.adobe.com/en_US/aftereffects/cs/using/WS9F936D13-E76A-41e4-BF8F...
and there are links to several other tips to help render performance here:
http://forums.adobe.com/thread/543440
Kevin Camp
Senior Designer
KCPQ, KMYQ & KRCW