How long did it run befoe you shut it down. Sometimes it takes a while. Are the lifters on the side where no oil is going pumping up and keeping the lash on the rods right or are they running dry and the push rods making noise? If the lifters are pumping up the oil is there, just hasn't moved to the top yet. Did you check to ensure the cam bearings were installed properly? If you used white (lithium) grease to prime the bearings and other friction surfaces the possibility lays with a small clog until the engine gets warm enough to melt the grease and let oil pass. You never did say what the engine was either. If it is a V-6, 231 especially and you used the Buick 231 gasket on a chevy block when you put the front cover on it will cause that exact problem. Also like the previous poster stated check the plugs under the timing cover if all else fails.
John