When Baron is played, does it start a showdown or is the Baron pit conquered immediately?

When you play Baron Nashor, it does trigger a Non-Combat Showdown.

Here is the breakdown of the interaction based on the rules and FAQs:

1. The Sequence of Events

1. Playing Baron Nashor: As you play Baron Nashor, his "When you play me" ability triggers. This ability adds the Baron Pit battlefield token to the board and moves Baron Nashor into it.
2. Contested Status: Because you moved a unit into a battlefield you do not currently control, the Baron Pit becomes Contested (Rule 445).
3. Showdown Initiation: Since the Baron Pit is an unoccupied battlefield (or at least one where you did not previously have control), this triggers a Non-Combat Showdown (Rule 344.2, FAQ #6910).

2. Is the Baron Pit conquered immediately?

No, it is not conquered immediately.

According to Rule 348.2.a, in a Non-Combat Showdown, a player establishes control over the battlefield only after the showdown ends (i.e., when both players consecutively pass focus without starting a new chain).

• Showdown for Responses: Even though it is a "Non-Combat" showdown (meaning no attacker/defender designations are assigned and no combat-related triggers occur), it is still a Showdown State. This provides a Window of Opportunity for players to play spells or activate abilities in an alternating fashion (FAQ #6910, FAQ #7998).
• Conquer Timing: The actual "Conquer" (scoring the point) occurs only after the showdown concludes, provided you are the only player with units at the battlefield and you have not already scored that battlefield this turn (Rule 348.2.a.1, Rule 464.1).

Summary

Playing Baron Nashor initiates a Non-Combat Showdown because the Baron Pit becomes contested. You do not conquer the battlefield immediately upon playing him; you must first complete the showdown window. If you successfully maintain control of the Baron Pit after the showdown ends, you will then Conquer it (assuming you haven't already scored it this turn).