Okay, so Daddy Dagon's sheet instructs us to draw and resolve one additional Mythos card during pre-game (step #14 I'm guessing). Said step is also the one that mentions if Rumor is drawn, discard, draw until you get a non-Rumor. I'm guessing they didn't want the game to start with a Rumor already in play. What about Dagon? If the first Mythos drawn is Rumor, follow the no Rumor guideline as usual. What about the second Mythos? Discard and re-draw, so that game doesn't start with a Rumor in effect? Or declare "tough noogies", it isn't the first Mythos card, so Rumor is okay?

Maybe I'm taking the first Mythos card thing too literally. Maybe it's no Rumors can be drawn and resolved at all during step 14?

I'd go with no Rumors allowed during Step 14 - no matter how many cards you end up having to draw.

I agree with Ricedwlit- though we usually allow Rumors to immediatly enter in play: we just love playing it "straight and hard"