In the UK series of Being Human...?

A pilot is made to sell the show to a network. Sometimes they decide not to broadcast the pilot and make another version to be the first episode.

Sometimes, when that happens, they will call the first verison, "the original pilot", and the new version will be called the pilot. Sometimes, they will give a new name to the episode that was the first to be broadcast.

For the series you asked about, there was a "pilot", that aired 18 February 2008, but it is not considered to be part of Series 1.

The first episode of Series 1 was called "Episode 1" and aired 25 January 2009.

"Compared to the pilot, producer Matthew Bouch described the series as "less gothic and slightly more rooted" as well as "a bit funnier"; he also described the series as "kind of a reboot" of the pilot. Writer Toby Whithouse, however, said that he does consider the pilot to be canonical. " -- wiki.

Pilot and first episode mean the same thing.