As dgillz points out, it sounds like your excluding the 1st in your record selection formula.
Or the data doesn't have the first...
When you right click the section and select change group, does it have group by Month?
If so, the default display wouldn't include a day anyway (since it's a monthly report, why would you show a day?), so you're doing something differently.
You can format the date field to only show month/year, which makes more sense.
-k