This is easily obtained in Prologue Episode 1:
First, Nami will go explore a section and be ambushed by two army generals and a lot of enemy soldiers. Go over to her and defeat the two generals to successfully rescue her.
Second, Nami will tell you to go to a secluded area in the middle of the map and capture it for your crew. After this is accomplished, she'll tell you to lure the enemy there and fight them to distract them while she finds another way to reach the boss. Once the way is opened, follow the map to the opened path and you'll come across a large room where a blue treasure chest should appear. Open it, and you got your first secret coin.