You need to adjust some CVs, primarily CV 2, CV 3, and maybe CV 4. Look in the documentation that came with the locomotive.
If you don't have any documentation, CV 2 is the start voltage. Start at 0 and add small amounts until the engine will just begin to creep at speed step 1 of 128. CV 3 is the Start Momentum (startup delay). I usually set this CV no lower than 4 and sometimes as high as 16. CV 4 is the Stop Momentum (coast). Usually set to between 4 and 16.
If this is the Athearn Big Boy with MRC sound, that could easily be the problem. MRC decoders are very poor quality.