When should I do my first oil change?

It's more than "breaking down", it's the acids and blow-by etc that get into the oil. Extending the interval allows this stuff to build up and as the other poster said defeats the purpose of using this oil. Unless you're using an engine that pushes the temp that dino oil can deal with, there is no reason to use the stuff IMHO.

Just where did you get that 1000 mile figure? Out of thin air? Show me a clinical study that says a quality synthetic can only go 1000 miles more than a dino oil before breaking down.

Are you aware that European oil change intervals are traditionally

Eurpean fuels are much lower in sulfur than the US (with the possible exception of California) and the ACEA oil rating system is FAR MORE specific about oil suitability for regular and extended drain intervals. This is NOT to say that Europeans don't get sludged engines. They do.