Thanks Denise and Devon. I am now reading about microexons, which I admit have overlooked so far. Perhaps I will contact the helpdesk about cases where the first exon is tiny, because at the moment I do not see how splicing can function in that case. See this example (the only one) where the first exon has a length of 1:
$ zcat gencode.v25.annotation.gtf.gz | grep 'exon_number 1;' | awk '$3 == "exon" && $5 - $4 == 0' chr5 HAVANA exon 88804598 88804598 . - . gene_id "ENSG00000081189.14"; transcript_id "ENST00000637754.1"; gene_type "protein_coding"; gene_status "KNOWN"; gene_name "MEF2C"; transcript_type "processed_transcript"; transcript_status "KNOWN"; transcript_name "MEF2C-056"; exon_number 1; exon_id "ENSE00003800555.1"; level 2; tag "RNA_Seq_supported_only"; havana_gene "OTTHUMG00000162634.11"; havana_transcript "OTTHUMT00000490941.1";
For the record, here is the whole transcript:
$ zcat gencode.v25.annotation.gtf.gz | grep 'ENST00000637754.1' chr5 HAVANA transcript 88771973 88804598 . - . gene_id "ENSG00000081189.14"; transcript_id "ENST00000637754.1"; gene_type "protein_coding"; gene_status "KNOWN"; gene_name "MEF2C"; transcript_type "processed_transcript"; transcript_status "KNOWN"; transcript_name "MEF2C-056"; level 2; tag "RNA_Seq_supported_only"; havana_gene "OTTHUMG00000162634.11"; havana_transcript "OTTHUMT00000490941.1"; chr5 HAVANA exon 88804598 88804598 . - . gene_id "ENSG00000081189.14"; transcript_id "ENST00000637754.1"; gene_type "protein_coding"; gene_status "KNOWN"; gene_name "MEF2C"; transcript_type "processed_transcript"; transcript_status "KNOWN"; transcript_name "MEF2C-056"; exon_number 1; exon_id "ENSE00003800555.1"; level 2; tag "RNA_Seq_supported_only"; havana_gene "OTTHUMG00000162634.11"; havana_transcript "OTTHUMT00000490941.1"; chr5 HAVANA exon 88771973 88772000 . - . gene_id "ENSG00000081189.14"; transcript_id "ENST00000637754.1"; gene_type "protein_coding"; gene_status "KNOWN"; gene_name "MEF2C"; transcript_type "processed_transcript"; transcript_status "KNOWN"; transcript_name "MEF2C-056"; exon_number 2; exon_id "ENSE00003796888.1"; level 2; tag "RNA_Seq_supported_only"; havana_gene "OTTHUMG00000162634.11"; havana_transcript "OTTHUMT00000490941.1";
Edit on January 20th, 2017: corrected a small bug in the one-liner, by adding ";" after "exon_number 1". Results unchanged.