Not necessarily! The first "tutorial" level is really straightforward, as the player only needs to press the play button to advance to the Gem, since the Cube moves in a straight line!
For reference, this is the first tutorial level (the one you see after pressing the tutorial button for the first time):
The second tutorial level (as shown in my previous reply to your post) appears after the Cube makes it to the Gem in the first level!
I'm curious as to how you interacted with the first tutorial level. Did you try to press the play button, or did you simply press the "Back to Main Menu Button"?