I'd even argue that the first turn *could* make or break you. I'm not suggesting any moves, but there are a few nations on the board that are significantly more powerful than others, especially early on in the game. If everything goes normally, England will have a build, France will have two or three, Germany will have two or three, Italy will have one, Austria two, Turkey one, and Russia one or two. However, fun games don't go normally. England could be held without a build - hell, I've seen a game where England disbands in 1901. Russia could be held without a build, as could Austria. Italy could shoot for two, or even three. Russia could even end up with four declared enemies going into 1902, or he could end up with one, or even none, and have the freedom to choose his first target.
The point I'm making is that your opening moves declare how you're planning to play the early portion of the game, and if other players happen to have it out against you, they could break you. Sometimes that's beyond your control. What's in your control is whether you play neutrally, declaring yourself neither an enemy nor a friend. You could play aggressively, declaring an enemy and hoping that your other neighbor(s) take that as a sign that you're a friend. Or, you could play passively, declaring friendship to as many players as possible and seeing who reciprocates. That's what's in your control, and those are the options that would be running through my mind if I were setting my opening moves in gunboat.