Why should I skip the first episode of Gungrave? I've seen advice on the internet indicating that one should start watching Gungrave at episode 2, and possibly come back to episode 1 at some later point in the series.

Before I start watching this show, I would like to know whether this advice makes sense. In a spoiler-free way, can someone explain why I should skip episode 1? (Feel free to include more detailed explanations in a spoiler block.)

And should I come back to episode 1 at some later point in the series?
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.