If the first lie really was in Season 2, Episode 7, what might it be? We've gone back through the episode, and picked out two notable moments that could qualify.
Finding the hockey stick. This was the episode where Toby found Melissa (Torrey DeVitto)/Spencer's (Troian Bellisario) old hockey stick buried on the Hasting's property. Is it possible that part of his early initiation into the "A" team was to bury it there? That would make his entire reaction to finding the stick a lie.
"It didn't seem to mean anything to her." On the other hand, maybe the lie being referenced is the obvious one: Toby telling Spencer’s dad that hearing about the hockey stick didn't mean anything to Spencer. She had clearly been freaked out, and this lie seemed to be to protect her. Perhaps this is a clue that Toby's intentions aren't so bad, after all (or, at the very least, that he really does care about Spencer). After all, if the first lie we see him tell is one that's to protect Spence, that seems like a good sign, right?
If this is the episode where Toby told his first lie, what do you think it was? Was his lie the innocent one to protect Spencer, or had he started a long con with more malicious lies?