Get callbacks in editor play mode changes to initialize ScriptableObjects.

ScriptableObjectInitializationCallbacks.cs

using UnityEngine;

[CreateAssetMenu(fileName = "ExampleObject", menuName = "Examples/ExampleObject", order = 0)]
public class ExampleObject : ScriptableObject
{
#if UNITY_EDITOR
    void OnEnable() {
        EditorApplication.playModeStateChanged += OnPlayStateChange;
    }
    void OnDisable() {
        EditorApplication.playModeStateChanged -= OnPlayStateChange;
    }

    void OnPlayStateChange(PlayModeStateChange state)
    {
        switch (state)
        {
            case PlayModeStateChange.EnteredPlayMode:
                OnGameStart();
                break;
            
            case PlayModeStateChange.ExitingPlayMode:
                OnGameStop();
                break;
        }
    }
#else
    void OnEnable() {
        OnGameStart();
    }
    void OnDisable() {
        OnGameStop();
    }
#endif

    void OnGameStart() {
        Debug.Log("Game Started");
    }

    void OnGameStop() {
        Debug.Log("Game Stopped");
    }
}