I found one paper that can help you with the DSC interpretation of the studied compound. You can get a meaningful information from your DSC run. See the paper attached:
http://www.scielo.br/pdf/eq/v29n2/22721.pdf
The authors observed the same peak as you did at about 240-260 C. They attributed it to the decomposition of sodium alginate. Hope this helps. Good luck!
Furst heating is meaningful. Yiu shd not repeat the test fir the same sample. Because in the first heating the sample may undergo chemical reaction so you cant expect same out come in the second heating