Why is my MacBook Pro already using swap memory?
This is normal behavior. You are not experiencing any memory issues in your screenshot above. What I suspect is happening is that OS X is creating some placeholder of sorts to enable swap memory, rather than actually using swap memory here. I have never seen a zero in the swap memory section, unless I have just restarted and open the Activity Monitor window fresh, and even then, I rarely see zero. 

With Mavericks and Yosemite, the way the OS uses memory changed a bit. Essentially, the OS takes all the memory, and then manages it out as needed. So, our traditional way of looking at the memory report in Activity Monitor is not really valid. Due to this, Mavericks added the 'Memory Pressure' gauge, to give you an idea of when you have a limitation caused by memory. In your screenshot, you have a green memory pressure. For more see this answer.

Ars Technica has a nice description of this 'memory compression' in their Mavericks review:

http://arstechnica.com/apple/2013/10/os-x-10-9/17/