so i just picked up the 1941 signature collection 4 disc box set and i was blown away by side 8! I put the disc in my player, and pressed play; it then showed me a screen that said "additional outtakes" and on the bottom right it said in glowing letters "play" i kinda just sat there for a moment waiting for the outtakes to start, kinda wondering why it said play at the bottom of the screen.. but nothing happened, so i pressed play and it started! that's like a dvd menu! How the hell does that work in a laserdisc???

it's magic
the way the disc was programmed.
wait till you get an LD+G and a player, it has subtitles like a DVD
LD was way ahead of it's time and was super cool

it is a CAV side.. does it just have some trick of telling the player to stay on the first frame until you press play?

This sort of thing is really common with special edition LDs. Many discs, such as Aliens Special Edition or several Criterion releases contain hundreds of still frames you can Step through.

like signofzeta said, it's common with special LDs.
it's from the CAV programming, i have a godzilla disc that has the still images after the film Godzilla Raids Again (1955) [TLL 2204]
also the only one i can think of Thing from Another World, The (1951) [ID6996TU] when you play throught the CAV side of stills it gives you an audio soundtrack from i believe someone calling for help on the radio.

so when it says play and goes for the first step press play again and it runs through.

Wait until you get a load of sides 4-6 of Terminator 2: Judgment Day: Special Edition (1991) (Uncut) [PSE82997-6WS], they would blow your mind!

Kinder like ALIEN CAV and Goldeneye THX Laserdisc but no means of scrolling down click and it takes you there, key in the chapter and it takes you there.