Plugin Laser Loader is very small (4,9 KiB) and fast. The plugin adds a little loading progress bar at the top of the page to indicate that the next page is loading.
Demo: https://codecanyon.net/item/laser-loader-stylish-progress-bar-preloader/26005913
WPPU is the best and full control WordPress preloader plugin. WordPress Preloader Unlimited is an ultimate plugin for preloader of your WordPress website.
Demo: https://codecanyon.net/item/wordpress-preloader-unlimited/9947433
DV Loading is a WordPress site preloader plugin which allows you to create a page loading animation for your site using rich set of customization options.
Demo: https://codecanyon.net/item/dv-loading-wordpress-site-preloader-plugin/17263278
LoftLoader Pro is a small yet powerful WordPress page preload plugin for adding unique and fun preload animations to your website.
Demo: https://codecanyon.net/item/loftloader-pro-preloader-plugin-for-wordpress/17339671