The word "so" has different meanings and uses in the English language. The various uses of "so" make it one of the most flexible and commonly used words in English — and one of the most confusing for learners of English.
so can be an adverb
used as an intensifier or to emphasize the degree of something...
meaning to such a great extent. 
"The cake was so delicious."
used to refer to how something is done... 
meaning in this or that way: 
"Hold the book so."
so can be a conjunction
used to indicate purpose... 
meaning in order that: 
"Speak up so that everyone can hear you."
used to link cause and effect... 
indicating a consequence, meaning and for that reason: 
"She forgot her umbrella, so she got wet."
so can be a pronoun
used to refer back to something previously mentioned or inferred... 
meaning like this or like that: 
"Do you really think so?"
so can be an interjection
used to express agreement, acknowledgement, or curiosity... 
meaning and or what now? 
"So?" 
used to continue or resume a conversation... 
serving as a conversational bridge 
"So, where were we?"
so can be a discourse marker
used to introduce a new topic or transition to a new point or summarize a previous one: 
"So, I’ve been thinking about that project..." ***
or
"So... I've been thinking about that project..."
so can be a phrase filler
(in conversation)
used to hesitate or stall while gathering thoughts or maintaining flow: 
"I was, so, trying to tell you about..."
so can be a part of fixed expressions
used to say goodbye: 
"So long!"
used to refer to progress until now: 
"So far, everything is going well."
used to indicate the end or failure of something: 
"So much for our plans to hike."
Yes. The word so in English is incredibly versatile.
*** Both a comma and an ellipsis could be used here. However, as an editor, I don't feel that the pause used after so as a discourse marker is a regular pause; therefore, I would use an ellipsis after the word so in this case, not a comma.
 





