You can squat, deadlift, bench and shoulder press on your first day. Here is a simple, two step process to start squatting:

1. Stand up.

2. Squat.

Oh, there's a lot more to it. And some people actually find air squats harder than weighted squats because there's no counter-balance. But the basic powerlifter movements - squat, deadlift, bench - can be done by people on their first day as long as they use very little weight. In fact, I think it's best to start with those movements to build strength. Having someone to correct your form is good, of course, but not everyone has that luxury and may have to monitor themselves. That's doable as well.