With many cheap dimmers using triac and diac,"pop on" rather than dim up smoothly. One technique used in some cheap dimmers to allow dimming up smoothly is to place a trimmpot accross the control potentiometer. That trimmpot is set so that the dimmer works smoothly:
1.Set "Control" to minimum light level
2.Adjust trimmer to filaments just "glow"
3.Turn off dimmer
4.Turn on dimmer to see if filaments "glow". If not... set trimmm... go to 3...
Continue until minimum voltage is supplied to lamps (filaments do not seem to glow at all).
When everything is properly adjusted, the dimmer will dim up from the lowest setting up to max brightness.
If you have adjusted trimmpot to too low value, you just can't dim the light bulb completely off (in some times this can be an intentional setting, for example in theatrical lighting where preheat is used).
You can also modify the capacitor (a small value parallel, to fine adjust), because the delay from mains zero crossing to triac triggerig is generated using circuit with resistor (above mentioned potentiometer and trimmpot), capacitor and diac (usually arround 30V).