After the Baptism of the Lord, there’s the second Sunday of Ordinary Time. What happened to the first Sunday of Ordinary Time?
The Catholic website ChurchYear.net has a good explanation, though it goes beyond what you're asking. Briefly:
The title "The Nth Sunday of" any season is short for "Sunday in the Nth week of" that season. This matches the titles given to the other days of the week: for example "Wednesday in the Third Week of Lent".
The Feast of the Epiphany of Our Lord is traditionally celebrated on the 6th of January, and the Baptism of the Lord on the following Sunday. Under certain circumstances, episcopal conferences can choose to have the Epiphany celebrated on the Sunday following January 1st (the Solemnity of Mary, Mother of God). If this is the case, and that Sunday falls on or before the 6th, the Baptism of the Lord is to be celebrated on the following Sunday - on its traditional day. If, however, that first Sunday falls on the 7th or 8th (the last possible date), Epiphany is celebrated on that day (while others are celebrating the Baptism of the Lord) and the Baptism of the Lord itself is celebrated in these dioceses on the following day, Monday the 8th or 9th.
If this seems complicated, it is. But the takeaway is that the Christmas season ends with the Baptism of the Lord on either a Sunday or a Monday. The following days constitute the first week of Ordinary Time - but that week doesn't begin on Sunday - the Sunday belongs to the Christmas season! Therefore, there is no "Sunday in the First Week of Ordinary Time" - no "First Sunday of Ordinary Time".
The first full week of the season is the second week, and so here we see Sunday in the Second Week of Ordinary Time - free Second Sunday of Ordinary Time.