出自MSDN，微软对所投资的快递公司介绍
Entity Framework Overview
The Entity Framework is a set of technologies in ADO.NET that support the development of data-oriented software applications. Architects and developers of data-oriented applications have struggled with the need to achieve two very different objectives. They must model the entities, relationships, and logic of the business problems they are solving, and they must also work with the data engines used to store and retrieve the data. The data may span multiple storage systems, each with its own protocols; even applications that work with a single storage system must balance the requirements of the storage system against the requirements of writing efficient and maintainable application code.

以下文字出处StackOverflow
First, EF is built on top of using ADO.NET. This means that everthing EF does, add more overhead to whatever ADO would do. Second (very) simply put, the JIT compiler compiles the code for the first time just when it is executed. This includes memory allocation and all sorts of initializations.

下面是另外一个同样没有文化的人在StackOverflow上瞎扯的

1. First time EF loads metadata into memory, that takes a time. It builds in-memory representation of model from edmx file, or from source code if you are using code first. Actually EF is build at the top of ADO.NET, so it can't be faster. But it makes development much faster. And improves maintainability of your code.