##You have to wait until level 6.

Your instincts are steering you wrong here - literally everything that lets you swap a power is going to be more specific than the general rule about swapping powers. The general rule should be assumed to apply unless a specific rule explicitly contradicts it - like if the skill power rules said "even your last class utility power" or something like that.

The final errata do not update the skill power rules to say this, so you should follow the guidelines in the Rules Compendium - you cannot do anything that would remove your last class utility power, even if it's also your first.

You have to wait until level 6.

Your instincts are steering you wrong here - literally everything that lets you swap a power is going to be more specific than the general rule about swapping powers. The general rule should be assumed to apply unless a specific rule explicitly contradicts it - like if the skill power rules said "even your last class utility power" or something like that.

The final errata do not update the skill power rules to say this, so you should follow the guidelines in the Rules Compendium - you cannot do anything that would remove your last class utility power, even if it's also your first.