Can a Divine Soul Sorcerer learn a cleric cantrip at their first sorcerer level, when they create the character? Or only when they learn a new cantrip at a higher level?
Your link to the divine allows you to learn spells normally associated with the Cleric class. When your Spellcasting feature lets you learn a sorcerer cantrip or a sorcerer spell of 1st level or higher, you can choose the new spell from the cleric spell list or the sorcerer spell list. You must otherwise obey all the restrictions for selecting the spell, and it becomes a sorcerer spell for you.
At first level, you know four cantrips of your choice from the sorcerer spell list.
A literal reading of the Spellcasting Feature says that you know your starting spells, not that you learn them. But, of course, you had to learn them to know them.
I can find no official interpretation/tweet on the semantics of know/learn so I believe the ruling would come down to the GM. I spent an embarrassingly long time combing through Sage Advice and flipping through the PHB and XGtE looking for evidence for/against allowing Cleric cantrips to be taken by a level 1 Divine Soul Sorcerer. Like, I kind of hate myself for how far down the rabbit hole I went.
Suffice to say, none of the arguments are supported by anything other than conjecture of intent. So it's GM's call, I'd say. But I'd also say this: we're talking about cantrips at level 1 and 2. I've probably spent more time trying to figure out the answer than you will spend as a level 1 character lol....sob.
The Answer is Yes.
Technically, you can learn four cleric cantrips as a level 1 Divine Soul. These become your personal arcane sorcery cantrips because you chose them thanks to the Divine Magic feature.
The Divine Magic class feature is in effect the moment you select Divine Soul as a bloodline archetype for the Sorcerer, before spell selection, so all appropriate cleric spells, including cantrips are available for a Divine Soul to choose from at level 1/creation. You can start a Divine Soul with nothing but 'converted' cleric spells, specifically, 4 cantrips and 2 level 1 spells.
The "You must otherwise obey all the restrictions for selecting the spell" is to broadly point out that you have to follow the sorcerers' rules for spell selection, such as following the sorcerer spell progression tables, having to choose a spell of a level you can actually cast, multiclass rules for spellcasters, and being allowed to replace one known spell with another when you level up as a Divine Soul.
It also has the function of converting these cleric Divine spells into Arcane spells, meaning they work with arcane foci, eliminating petty fussing over using an arcane staff to cast a fireball one round and juggling to your 'god stick' to cast Aid. Divine Soul powers come from the sorcerer, not an external entity, so you don't have to worry about 'angry deity syndrome' that can affect wayward clerics.