Can it go against your credit if you don't make the first payment on a loan and give the vehicle back to the dealership before the first payment is due?

Can it go against your credit if you don't make the first payment on a loan and give the vehicle back to the dealership before the first payment is due?
Yes....yes....yes.....
The dealer will list it on your credit as "surrendered" or "voluntary repossession" and will go after you for a "cancellation" fee. If you don't pay that, they can post them on your credit report as well.
Some dealers have a satisfaction clause, but it's normally 3-5 days. Beyond that, they are not obligated to cancel the contract, and can sue you for the remainder of the note. Some also try to re-sell your car at a reduced price, and sue you for the ballance of that as well.
Either way, the result of them repossessing it for non payment or volutary repo, it will be put into your credit file.