Have you tried disabling all anti-malware software?
Have you tried using a clean installation in a new directory?
I believe that Tor Browser 6.0.4 and 6.0.5 are working on many Windows systems, so there must be a bug that only affects some systems, or something on your computer or network is interfering with Tor.
The exact same Tor Browser 6.0.5 directory works fine for me on Windows 8 32-bit.
Are you sure there is no AV/anti-malware software that is preventing tor from making network connections? Or maybe something outside the computer is blocking things, e.g., on the network?
Where did you copy that directory to and where did you try to install Tor Browser originally?
And, no, there is nothing special about the first start AFAICT.