The skirmish rules.

The default Rule of First Turn Immunity is replaced by the following:

The Rule of the First Round
Each player has some limitations applied to their first round:
- Characters can’t be given free actions during their first rounds
- When a character attacks during their first round, after resolutions give that character an action token.
-Once during an opponent’s first round, when a friendly character would take damage, you may reduce penetrating damage and reduce the damage by 2 in addition to any other reducers.
-Pulse Wave can’t be activated during a player’s first round.

The question I have is this, is the Rule of The First Round activated at the beginning of each turn?

No, it is not.

So just the first round of the first turn. That will probably make this format much more fun.