For some reason B&N just does not have the first book. But you can purchase it at ereader.com or the sony ereader store. Both formats will work with the nook you'll just need to sideload the book.
At one point I think B&N had it but had it missed labeled as the second book. The entry showed the first book cover and when I downloaded the sample it was the first book, but named as the second book. When I emailed B&N asking what I'd actually get if I purchased the book they pulled it and have not fixed it.
Unless the rest of the series has disappeared (have not checked in a while) I believe B&N has every other Drizzt book in the series.
You will find many series that are missing a book in them.
For example both Jim Butcher's series are missing one.