Formation of coherent structures and patterns from unstable uniform state or noise is a fundamental physical phenomenon that occurs in various areas of science ranging from biology to astrophysics. Understanding of the underlying mechanisms of such processes can both improve our general interdisciplinary knowledge about complex nonlinear systems and lead to new practical engineering techniques. Modern optics with its high precision measurements offers excellent test-beds for studying complex nonlinear dynamics, though capturing transient rapid formation of optical solitons is technically challenging. Here we unveil the build-up of dissipative soliton in mode-locked fibre lasers using dispersive Fourier transform to measure spectral dynamics and employing autocorrelation analysis to investigate temporal evolution. Numerical simulations corroborate experimental observations, and indicate an underlying universality in the pulse formation. Statistical analysis identifies correlations and dependencies during the build-up phase. Our study may open up possibilities for real-time observation of various nonlinear structures in photonic systems.