Selecting "group by album" and then "shuffle album tracks" does indeed shuffle the very first track.
BUT it only shuffles between songs of that same album. If you are shuffling one single album this works fine, but if like me, you want to shuffle the works of an entire artist, it doesn't work. Rather, it shuffles one album until the entire album has been played, then moves on to the next album.
If you deselect "group by album" then "shuffle album tracks" no longer applies anymore.
Judging from some of the other posts (and the age of some of the posts) I don't think I'm the only one who would prefer to see a TRUE shuffle function, or at least an option to select that behaviour (maybe there are people out there who want the first song to play first before shuffling the album...?).
It's just about the only complaint I have with this excellent software after a couple years of using it, but it's been a bit of an irritation the whole time...