There is no difference as far as my understanding goes. 'Although' is preferred at the beginning of the sentence "Although we were late, we were still able to have a good time." "He had a good time, though he hit his head while he was there." Note that you could have said. "Though we were late, we were still able to have a good time." The use of 'although' at the beginning of a sentence is a preference, not a rule.