You can use cron to accomplish this:
Create an entry in user pi's crontab to play your chosen file under the @reboot scheduling option; for example:
@reboot /bin/sleep 30; /usr/bin/vlc /path/to/yourWAVfile.wav 2>/home/pi/vlcerror.log
The sleep command will defer execution of vlc for 30 seconds. This is added to allow any services required by vlc to start before invoking vlc itself. Note that 30 seconds is intended to be conservative, and the actual sleep time required is system-dependent. In other words, feel free to experiment with this value - it may even be completely unnecessary!
The 2>/home/pi/vlcerror.log is a redirection that sends any error messages from vlc to the designated file for post-mortem troubleshooting.
You can refresh your knowledge of VLC's command line repertoire to expand your choices beyond a single WAV file - perhaps by reading the VLC documentation, and perhaps this guide.