The classical description of laser field buildup, based on time-averaged photon statistics of Class A lasers, rests on a statistical mixture of coherent and incoherent photons. Here, applying multiple analysis techniques to temporal streams of data acquired in the threshold region of a Class B mesoscale laser, we conclusively show that new physics is involved in the transition: the lasing buildup is controlled by large dynamical spikes, whose number increases as the pump is raised, evolving into an average coherent field, modulated by population dynamics, and eventually relaxing to a steady state for sufficiently large photon numbers. These results explain inconsistencies observed in small scale devices. Implications for nanolaser coherence properties, threshold identification and regimes of operation, including new potential applications, are discussed.