With Windows 10 or other versions of Windows after 8.0.
(Often in HP systems).In a dual boot system, Windows start directly (or start doing it after the first update of Uefi).

To resolve the problem you need to change boot in HP system, to do this press F9 at first beep.
Try different selections to find Gub to start with your Linux.

Than you have to boot in Linux and type:

sudo efibootmgr -v

So you can obtain something as this.

BootCurrent: 0000
Timeout: 0 seconds
BootOrder: 0002,3002,0000,2001,2002,2003
Boot0000* ubuntu HD(2,GPT,33ec336b-4046-4748-8d0e-c4a8ba1a2fc4,0xc8800,0x82000)/File(\EFI\ubuntu\shimx64.efi)
Boot0002* Windows Boot Manager HD(2,GPT,33ec336b-4046-4748-8d0e-c4a8ba1a2fc4,0xc8800,0x82000)/File(\EFI\Microsoft\Boot\bootmgfw.efi)WINDOWS.........x...B.C.D.O.B.J.E.C.T.=.{.9.d.e.a.8.6.2.c.-.5.c.d.d.-.4.e.7.0.-.a.c.c.1.-.f.3.2.b.3.4.4.d.4.7.9.5.}.../................

BootOrder: 0002,3002... indicate that first start Windows then Linux

To change it do this (for example):

sudo efibootmgr -o 3002,0002 ....

This resolve the problem but after next Uefi change/update my be that yo need to do this again.