We present DES14X3taz, a new hydrogen-poor superluminous supernova (SLSN-I) discovered by the Dark Energy Survey (DES) supernova program, with additional photometric data provided by the Survey Using DECam for Superluminous Supernovae. Spectra obtained using Optical System for Imaging and low-Intermediate-Resolution Integrated Spectroscopy on the Gran Telescopio CANARIAS show DES14X3taz is an SLSN-I at z = 0.608. Multi-color photometry reveals a double-peaked light curve: a blue and relatively bright initial peak that fades rapidly prior to the slower rise of the main light curve. Our multi-color photometry allows us, for the first time, to show that the initial peak cools from 22,000 to 8000 K over 15 rest-frame days, and is faster and brighter than any published core-collapse supernova, reaching 30% of the bolometric luminosity of the main peak. No physical 56Ni-powered model can fit this initial peak. We show that a shock-cooling model followed by a magnetar driving the second phase of the light curve can adequately explain the entire light curve of DES14X3taz. Models involving the shock-cooling of extended circumstellar material at a distance of 400 are preferred over the cooling of shock-heated surface layers of a stellar envelope. We compare DES14X3taz to the few double-peaked SLSN-I events in the literature. Although the rise times and characteristics of these initial peaks differ, there exists the tantalizing possibility that they can be explained by one physical interpretation.