Normally, a window being created is a time when a user will allow minor imperfections. A little flash of white would seem perfectly acceptable to most end-users.
A few approaches to consider:
Reduce the time that the white appears.Immediately clear and display the window after creation (as mentioned already by eXpl0it3r:
sf::RenderWindow window(sf::VideoMode(800, 600), "");
window.clear();
window.display();
This most likely will not remove the flash completely.
Animate the flash.Spend a small amount of time fading from white to which ever colour you wish.
This does draw attention to its colour but also removes any sudden flicker in the eye.
Use a more direct approach.Use OS-specific functions to control the window.
This may require creating the window manually and then "giving it to SFML" however it may be possible to just use an SFML window and apply OS-specific functions to it using its
handle.
Create small and resize.Just an hypothesis: create a window of size 1x1 (likely white but only a pixel), clear and display as mentioned earlier, then resize the window and clear and display again...