The reason the "Please enter a value" error message for the captcha was showing on the first page load was because I did not have a "Validation Show If" conditional surrounding it. The validation rule was set up in the WA Server Validations SB, but I just hadn't added the conditional yet. (i'm new to learning how the validation extensions work)
After building the insert record form, and running it through CSS Form Builder, somehow I had a combination of "Spry Validations" and "WA Server Validations". This was confusing to me.
To simplify things, I decided to remove all "Spry Validations" and only use "WA Server Validations" for any of the fields that needed validating. After doing so, my form works as needed.
My validations were on the following fields:
fromName textfield - required
fromEmail textfield - email required
captcha - Like Entry
Is there a disadvantage to only using Server Validations?