From what I've read on cic.gc.ca and you do not need to apply for your first PR card; this is automatically sent to you as part of the immigration process providing you gave an address on entry or have updated the call centre with your address details within 180 days of entry.
As to entry and exit prior to receiving the card itself, see this manual.
http://www.cic.gc.ca/english/resources/manuals/enf/enf27-eng.pdf sections 5 & 7 particularly 7.2 and 7.3.