No, the first two or three episodes of the show featured Marlene Lawston as Nicky/Nickie. Then, her father took her on a trip to San Francisco, and the character was MIA for, I think, three episodes. When she "returned" from her trip with Dad, a new actress was playing the part.
If you go to "View Episodes By Season," an option as you scroll down the page, pick Season 1, Episode 1, then look at the list of all the actors. That's where you can see that Marlene Lawston played Nicky/Nickie Reagan-Boyle the fist episode. She'listed immediately above the two brother/actors who play Danny and Linda's children, but the three of these "young or teen children of Reagans" are listed down among the other actors and actresses appearing in that episode and not further up the list, with the grown-ups in the Reagan household. But, she's there.
I don't know why Marlene Lawston was replaced, but I think Sami Gayle has an edge to her mannerisms and brings an energy to the character of Nicky that was missing in Marlene's portrayal of Nicky. Marlene did indeed have long, dark-blonde hair and she was more of a soft-spoken Nicky than Sami Gayle is, but Sami's hair color matches Erin's, her screen mother's. She also has more energy, more presence, and a bit higher-pitched voice than Marlene did, which Nicky needs if she's going to be heard at the Sunday dinner table. Sami is more a Reagan, fits in better with the energy of the rest of the cast. Yes, she can be a brat, but that creates a tension between mother and daughter that better reflects real life conflicts between teenager and parents.
And don't forget, all you Sami Gayle haters on this board, she speaks the lines written for the character of Nicky. If she comes across as a brat, then the writers, the director and the actress have all done their job of creating the daughter of her mother, Erin Boyle, who, if memory serves, was at least TWICE the pain-in-the-neck to her parents, Francis/Frank and (now deceased) Mary Reagan. Erin's forgotten just how much of a pain she was to her parents as well as how much more rebellious she was than Nicky is, We learn about Erin's past rebellious life whenever she seeks parenting a teenager advice from Frank - her father and Henry - her Grandfather.
I think the decision to bring on Sami Gayle, replacing Marlene Lawston, was perfect. (Apologies to Marlene Lawston) Sami's done Broadway, as well as movies and episodic television. She was nominated for a Young Artist's Award for her appearance on "Royal Pains," as well as for her performance on "Blue Bloods." So lay off and go whine somewhere else about something else. Sami Gayle is a growing, developing, award-worthy actress who fits in with the "Blue Blood's" Reagan family like she was born into it. In MY opinion.

A different actress with long hair was in the pilot. When Sami took over the role, her mom said something along the lines of, "Your new haircut looks great."

No, she wasn't in the pilot episode. Her character was though, they just replaced the actress.

I've been watching the first season as well and saw her in the very beginning episodes so yep she has been there from the start
. I haven't seen in the later episodes though.