WordNet (r) 3.0 (2006):

first step
    n 1: the first of a series of actions [syn: first step,
         initiative, opening move, opening]

Moby Thesaurus II by Grady Ward, 1.0:

21 Moby Thesaurus words for "first step":
   alpha, breaking-in, first, first blush, first glance,
   first impression, first inning, first lap, first move, first round,
   first sight, first stage, gambit, initial, initiative,
   le premier pas, opening move, prime, primitiveness, primitivity,
   warming-up