Alternatively (if you already have a playlist saved) you can go to the advanced playlist preferences and check "play files randomly forever" box, save it and close VLC. Now every time you open your playlist it'll play a random file first.
Thank you for the advice. I set the random playlist as you said, but it randomized tracks only for the first time and than at every opening played the same order. 1,3,7,10,12,5,... Did I something wrong?