At the very beginning of the game, after you found the settlement, you only have gildar.
Unless you find a goodie hut that grants materials.
However, I've found (persistently since 1.07) that if you:
1) build your first settlement,
2) build a workshop,
3) subsequently find materials,
4) you are unable to build anything which requires materials (such as arcane lab) until you end the turn.
This is all within the span of the first turn.
