We have investigated the polyelectrolyte multilayer build-up of positively charged poly(allylamine hydrochloride) (PAH) and negatively charged poly(sodium 4-styrenesulfate) (PSS), adsorbed to oxidised silicon wafers and colloidal silica substrates. Properties of multilayers with a first layer of polyethylenimine (PEI), were compared with the pure PAH/PSS multilayers. Ellipsometric thickness measurements show that the initial five layers, "precursor regime", have lower layer thickness than the layers adsorbed later in the adsorption cycle. Heterogeneity in the pure PAH/PSS multilayers in the precursor regime is seen in AFM images. This heterogeneity is further expressed as qualitative differences in adhesion in different positions on the film. Once a sufficient number of layers are adsorbed, i.e. when the true multilayer regime is reached, no effects of heterogeneity are seen anymore and the layer thickness increase becomes constant. With a PEI first layer, the heterogeneity effects in the precursor regime are eliminated, without any change of the thickness. Furthermore, the PEI layer dramatically decreases the roughness of the film in the precursor regime.