Why should I skip the first episode of Gungrave?
The first episode is almost exactly like the eighteenth episode. What it does is confuse the viewer with out of context content in addition to spoiling a lot of the anime.

Many animes like to show an ambiguous later scene in the first episode, and then build towards that story line, like in Psycho-pass. Gungrave is an example of where this failed miserably. The episode is detailed to the point where it is just plain confusing and spoiled. 

It's best to watch episode 1 after episode 17.