When I try to punch in midi the first note won't punch. what can do?

Not to ask an obvious question, but are you starting the punch-in a little ahead of where you want the note?  If not, it could just be a timing issue (you press the key just before the punch-in starts). 
If it were me and just one MIDI note missing I'd just go to the piano roll and edit it in.  That might be easier.

Hitting a key even a millisecond before the punch-in starts means the note-on data won't be recorded. Without note-on data, any subsequent data about that note is meaningless.