Why do reactions involving oxygen need initial heating? Why do we need to supply heat before reacting any chemical substances with oxygen?
 A: Because any reaction involving oxygen not requiring heat has already happened. So, all the reactions that have not already happened (and so you can observe them) require heat.
A: Not ALL reactions involving oxygen require heat to get them going: see pyrophoricity for example.
But many do.
Although oxygen is almost as electronegative as fluorine, the latter is much more reactive at room temperature.
This is because in $\text{F}_2$ the $\text{F}$ atoms are bound by a single bond $\text{F}-\text{F}$ while in the case of $\text{O}_2$ the $\text{O}$ atoms are bound by a double  bond $\text{O}=\text{O}$.
For the $\text{F}$ or $\text{O}$ atoms to take part in reactions these bonds need first be broken. Breaking single bonds is much easier (requiring lower energy) than breaking double bonds.
This explains the generally higher reactivity at room temperature of fluorine compared to oxygen.
Biosystems like human beings owe their existence to the "sluggish reactivity" of oxygen, as a biosystem based on the aggressive reactivity of fluorine is almost unimaginable.
