The first lesson of "The Anatomy of DJ’ing" video course introduces the basic components of a DJ turntable and provides step-by-step instructions on setting up and calibrating the turntable for optimal sound. It covers key parts such as the motor, platter, tonearm, counterweight, and anti-skating mechanisms. The lesson also explains the importance of isolating the turntable from vibrations and concludes with guidance on connecting the turntable to a DJ mixer. Proper calibration and setup ensure the best performance when playing records.