doomango

Hello, I recently got a 2008 Mazda 3, 5speed Automatic that has an AT light illuminated in the dash. When I first turn on the car, the AT light does NOT turn on and shifts to all the gears until I drive it around maybe a mile or so. After that it skips over 2nd gear however still goes to all the other gears still. I tried starting it, and putting it in manual mode with the AT light off and 1st gear does nothing, I would have to start driving in 2nd gear in manual mode just for it to start moving forward. Any ideas? any help would be greatly appreciated! thanks again!