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.