This is a troubleshoot for the Zapier Highlevel trigger and not the Zapier Highlevel Action

Question:

Say, for example, a customer books an appointment and they get added to the HL pipeline for the first time (through HighLevel Triggers), will that technically count as the pipeline stage being "UPDATED"?

OR, does the contact have to already be in at least one stage in the pipeline for the Zapier HighLevel Trigger to fire?

Answer:

The Latter.
 
The contact has to have already been in a stage of the pipeline and be moved to the desired stage for the Zapier HL Trigger to fire.
A HL trigger putting the contact on the stage of the pipeline for the first time will NOT get that Zapier Highlevel trigger to fire.