I'm new to the game and playing my first game. My friend is going first and played his character and is now attached to a story. I don't have any characters to fight back with. My question is on turn 1 can I really be rushed for 3 tokens just because I didn't go first?

Turn to page 8 of your Core set rule book. I'll wait until you get there....

Ok, now read the "Turn Sequence" section paying special attention to this:

Important Exception: During the very first turn of the game, the
starting player may only draw one card during his draw phase and
must skip his entire story phase. This is known as the “first player
penalty” and only applies to the starting player on the very first
turn of the game.