The latest update to the Wii U adds a Quick Start menu, which lets you select a recently used game or app to load before the console even boots up. Take a look at how it works with Kotaku Editor-in-Chief Stephen Totilo.
Note that the feature doesn't actually make games load faster, it just saves you the time of waiting for the console to load up and then navigating the Wii U's menu before beginning to load your game.
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With Quick Start, you select the game you want to play before the console has even started to turn on, and it begins loading the game or app immediately after the console has finished booting up. So if you want to walk away while everything loads, you'll come back to your game's menu instead of the Wii U menu. Nifty!