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No, it's not an urban myth! You can make your first row of American single crochet stitches without first chaining. Just chain 2, then insert your hook into the first chain and pull up a loop, then pull up another loop through the loop you just made, then pull a loop through the 2 loops on your hook. You've just finished one single crochet stitch! Now, insert your hook into the base of the stitch you just made and repeat the process again (pull up a loop, pull up another loop through that loop, then pull a loop through both loops on your hook). Repeat until you have the number of stitches you desire for your first row.