Document callback behaviour when there are no previous Dag runs

Author: Tegh25

airflow-core/docs/administration-and-deployment/listeners.rst

@@ -72,7 +72,8 @@ a scheduler restart or when a paused Dag is re-enabled), the scheduler invokes t
 ``on_intervals_skipped`` listener hook with a
 :class:`~airflow.timetables.base.SkippedIntervalsSummary`. This is the listener counterpart to the Dag-level
 ``on_skipped_intervals_callback``; listeners run synchronously in the scheduler, while the callback
-is dispatched to the dag processor.
+is dispatched to the dag processor. Like the callback, it does not fire on a Dag's first
+automated run (no previous run to compare against).
 
 - ``on_intervals_skipped``
 

airflow-core/docs/administration-and-deployment/logging-monitoring/callbacks.rst

@@ -107,7 +107,9 @@ to be notified when that happens.
 
 The callback is invoked once per scheduler decision that creates a new scheduled Dag run while
 intervals were skipped between the previous automated run and the new run. No Dag runs are
-created for the skipped intervals.
+created for the skipped intervals. It does not fire on a Dag's first automated run (no previous
+run to compare against), even when ``catchup=False`` leaves intervals after ``start_date``
+uncreated.
 
 The callback runs in the dag processor (like other Dag-level callbacks), not in the scheduler.
 The context mapping contains:

task-sdk/src/airflow/sdk/definitions/dag.py

@@ -392,7 +392,8 @@ class DAG:
     :param on_skipped_intervals_callback: A function or list of functions invoked by the
         scheduler when a Dag with ``catchup=False`` advances past one or more scheduled
         data intervals without creating Dag runs for them (for example after a scheduler
-        restart or when a paused Dag is re-enabled). The callback receives a
+        restart or when a paused Dag is re-enabled). Does not fire on the first automated
+        run (no previous run to compare against). The callback receives a
         :class:`~airflow.sdk.definitions.context.SkippedIntervalsCallbackContext`.
         It runs in the dag processor, not in the scheduler.
     :param access_control: Specify optional DAG-level actions, e.g.,