Example
Working example: http://jsfiddle.net/Gajotres/UfDaf/
Code used
This part will prevent normal page load. Don't forget, like in my example mobileinit MUST be initialized before jQuery Mobile is initialized.
$(document).on("mobileinit",function() {
    $.mobile.autoInitializePage = false;
}); 
This part will start manual page initialization:
$(document).ready(function() {            
    window.location.hash = 'home';
    $.mobile.initializePage();
});
While I usually advise against of document ready usage here we need it to kick start the manual change.
Full code example
In case jsFiddle is down.
HTML :
<!DOCTYPE html>
<html>
    <head>
        <title>jQM Complex Demo</title>
        <meta http-equiv='Content-Type' content='text/html; charset=utf-8'/>
        <meta name="viewport" content="width=device-width; initial-scale=1.0; maximum-scale=1.0; minimum-scale=1.0; user-scalable=no; target-densityDpi=device-dpi"/>
        <link rel="stylesheet" href="http://code.jquery.com/mobile/1.3.1/jquery.mobile-1.3.1.min.css" />
        <script src="http://code.jquery.com/jquery-1.9.1.min.js"></script>
        <script>
            $(document).on("mobileinit",function() {
                $.mobile.autoInitializePage = false;
            });        
        </script>
        <script src="http://code.jquery.com/mobile/1.3.1/jquery.mobile-1.3.1.min.js"></script>    
    </head>
    <body>
        <div data-role="page" id="foo">
            <div data-role="header">
                <h1>Foo</h1>
            </div>
            <div data-role="content">   
                <p>I'm first in the source order so I'm shown as the page.</p>      
            </div>
        </div>
        <div data-role="page" id="home">
            <div data-role="header">
                <h1>Home</h1>
            </div>
            <div data-role="content">   
                <p>I'm the second in the source order so I'm hidden when the page loads. I'm just shown if a link that references my id is beeing clicked.</p>      
            </div>
        </div>
        <div data-role="page" id="bar">
            <div data-role="header">
                <h1>Bar</h1>
            </div>
            <div data-role="content">   
                <p>I'm the second in the source order so I'm hidden when the page loads. I'm just shown if a link that references my id is beeing clicked.</p>      
            </div>
        </div>        
    </body>
</html>   
Javascript :
$(document).ready(function() {            
    window.location.hash = 'home';
    $.mobile.initializePage();
});