Vigilante can't kill on first night but can be suicided by a Witch.

[frieddimsims]

I was vigilante and the game started as Day/No Lynch. That night I found that I couldn't kill anyone because 'you need a day to find your gun'.
Even though I couldn't find my gun and couldn't kill, a Witch targeted me onto myself and I kiled myself.

[Ambient]

The witch can also make.. say a mayor visit a veteran. Its part of their ability not a bug.

[frieddimsims]

Ah k, thanks for the info