First time synchronization/upload is said to be 'not necessary'

To further on Nancy's point I don't use sync often either unless I am doing major updates and need to push a lot of files without having to sort through everything.  Also, depending on your site, this may or may not be a good idea to have enabled anyways. An example of this is a CMS installation like a Wordpress.  If you are patching your remote server separately from your local server, then synchronization will be out of date.  At that point, you may want to invest in learning about a git setup or a way to push your site through a testing/staging environment to your live production environment.

Think about it.  If you've never uploaded anything to your server, there is nothing there to synchronize.

Assuming your site is properly defined and remote server information & root directory are correctly entered (see screenshot), you're good to go. 

Open the Files Panel (F8) and expand it (see screenshot).  Click the Connect button.  Select Local Files and hit the UP ARROW to upload them to Remote Server.  The DOWN ARROW does the opposite.  It downloads files from server and overwrites local files. 

For what it's worth, I never use file sync.  Post back if you still have questions.