Felix wasn't thrown out in the first episode. Oscar and Felix were already living together. As on "The Dick Van Dyke Show" and "All in the Family," several later episodes depicted events from the past as flashbacks, one of which was how Felix and Gloria broke up. (Others included how Oscar and Felix met (both as children and again as adults, Oscar and Blanche's wedding, Felix' daughter's birth, Gloria working as a Playboy bunny, Felix proposing to Gloria, Oscar's and Felix' fathers meeting and how Oscar and Blanche split up). Both Odd Couple and M*A*S*H should have started off with a set-up of the situation but perhaps it was too soon after the movies which already did that (both series premiered two years after the movie).

In the Beginning Felix was thrown out. It showed him knocking on Oscar's door.

I don't know what you're talking about. This is gibberish.

The opening credits make it a point to show Felix knocking on Oscars apartment door to move in with him. The flashbacks are nice details but unnecessary since the audience already knows they moved in together. That opening counts as the set up to the first episode.