You can never evolve your Pokemon normally (as in without the use of a Trainer, Stadium, attack, etc.) on your first turn. The fact that Playground puts Pokemon into play which weren't played during set up doesn't get around that. Playground doesn't create a unique situation, you just have to know where to look for the ruling. Let's look at the ruling for the Trainer card 'Challenge!' from Team rocket. Here is the ruling for the card: Which can be found here.