Yeah that kinda sucked. I hate it when TV shows do that but they probably had good reasons for doing so.
First, since Octavian has left, I think that a few years have passed, not just six months from last weeks episode. If I remember correctly, it took him 4 years to build an army of over 10000 men to face Mark Anthony.
Second, something that bothered me a lot between last season's finale and the season 2 premiere is that Octavian had grown up physically. He was taller and his voice was starting to change but he seemed to be getting even skinnier somehow. Since only a day or two passed between seasons it was very strange to see this.
Third, if it bothers you too much you can find comfort in the fact that this is the final season of Rome.