Psychic Vampire: Morlun can use Steal Energy. Whenever Morlun is healed using Steal Energy, you may place a tracking token on the targeted character’s character card.

Relentless Pursuit: Give Morlun a power action. You may place him in a square adjacent to an opposing character within his line of fire who has a tracking token, then target that character with a close combat attack as a free action.

Can Morlun use his trait to place a tracking token on a character when he is on his first click?
No. A character using Steal Energy on their first click is not considered healed when an opposing character takes damage from a close combat attack. And if Morlun can't heal, he can't place a tracking token.