You can't send() a value the first time because the generator did not execute until the point where you have the yield statement, so there is nothing to do with the value.
Here is the relevant paragraph from the pep that introduced the feature of co-routines with generators (http://www.python.org/dev/peps/pep-0342/):
Because generator-iterators begin execution at the top of the generator's function body, there is no yield expression to receive a value when the generator has just been created. Therefore, calling send() with a non-None argument is prohibited when the generator iterator has just started, and a TypeError is raised if this occurs (presumably due to a logic error of some kind). Thus, before you can communicate with a coroutine you must first call next() or send(None) to advance its execution to the first yield expression