The theory of relativity predicts an ABSOLUTE beginning. The first law of thermodynamics can not allow for such a beginning.
I'm going to assume you mean the second law of thermodynamics, because the first law barely rules out anything.
(In fact the origin of the second law was the inadequacy of the first)
The second law definitely allows for such a beginning and in no way contradicts relativity.
(In fact if you get into the issue of Weyl curvature they're supportive of each other)