By first turn, he means "first play around the table".
If you get a play 3 or play all out in the first turn, and someone else has 2 keepers that match a goal card, someone can then win by playing all three.
In Monty Python Fluxx, you can play "Play All," use "Bring Out Your Dead" to get rid of all your cards except for "The Cheese Shop" which you then play to win.
If you get a play 3 or play all out in the first turn, and someone else has 2 keepers that match a goal card, someone can then win by playing all three.