there are reasons you might want to use Explosion on first turn. This just happened to me the other day in the random battle section of Showdown. I led with a Gigalith with Explosion, Autotomize, Stone Edge, Earthquake. He led with a Claydol. I didn't want to risk switching and having it explode on one of my other pokemon, so I used Explosion, as neither of my other attacks would do anything against a Claydol.