Zandra,
I wouldn't call it a first career step, but I would call it an early career step. The PMP certification takes 36 months of demonstrated project management - three years of experience before you can sit for the exam.
Many organizations that do US Government contracting like to see PMPs in the organization. Likewise, smaller companies recognize the value of it. I'm a consultant in a field that is not "project management" so I'm not a professional Project Manager. However, my clients expect that I manage projects professionally and there is where studying for, and obtaining the PMP certification has helped my career.
Congratulations on your graduation and good luck in your early career!