The game doesn't let you play 1 letter words - not even on the first move.
I think we only have 3.
A, I, and O. No U or E.
Update: on reflection, each letter is its own name, and is a word in that way. But A, I, and O all have a separate word.
Calling Z a word because it's the name of a letta,
Seems kind of meta.