The influence of initial deviations from bath equilibrium on the motion of a Brownian particle in a harmonic chain is investigated by exact calculation. These initial condition effects, which are excluded by convention in standard projection operator treatments of relaxation processes, are found to be relatively long-lived, contrary to usual assumption. For weak, localized initial deviations from bath equilibrium these effects on the motion are small in magnitude and may be accounted for by a modified initial condition on the particle velocity. For initial deviations involving many bath particles these effects are more substantial and retention of their time dependence in the particle equation of motion is generally required.