So...

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.