We consider a single server Markovian queue with setup times. Whenever this system becomes empty, the server is turned off. Whenever a customer arrives to an empty system, the server begins an exponential setup time to start service again. We assume that arriving customers decide whether to enter the system or balk based on a natural reward-cost structure, which incorporates their desire for service as well as their unwillingness to wait. We examine customer behavior under various levels of information regarding the system state. Specifically, before making the decision, a customer may or may not know the state of the server and/or the number of present customers. We derive equilibrium strategies for the customers under the various levels of information and analyze the stationary behavior of the system under these strategies. We also illustrate further effects of the information level on the equilibrium behavior via numerical experiments.