I think my shot is gone?

Ok. I don't know why this happened, but yea. I was using my film camera, Nikon Fe2. The scene had great lighting, a cute girl with an interesting pose and perfect background. The whole thing was simply stunning. I "took" the shot and was super happy as it can contribute to my portfolio. But…, after leaving the scene, I realised the film was still on the first dot, not on number "1"yet. Is there a way to save the shot? Or is it gone just like that? I can't attempt again as it was candid, street photography. Damn it, this feeling sucks.

Yeah, its probably gone. It wouldn't have captured the image to anything.
THis is just one of those things that happens, and can be learned from.

If the film hasn't been exposed to the "shot" where else do you think it would be stored? No, your prize-winning picture is gone for good, I'm afraid.

And the world is still turning…

Yeah… No learn how to use a camera before you start to take pictures. How would you save the shot? Really? You were only joking right? It's either that or you are stupid. Just act like you were joking.

Unless you loaded the film in total darkness, it is possible, even likely, that the section of film in question was fully exposed when loading it into the camera. That means the section of the emulsion will not hold a picture. As a film photographer, you have to advance your film beyond the leader to be sure of exposing fresh emulsion. It IS sometimes possible to capture an image BEFORE the camera indicates No 1 but you run the risk of getting nothing. You won't know until you develop the film. Mistakes are powerful teachers. If you learn from this mistake, it was not wasted.

Unfortunately there's nothing you can do now to save the frame. You will only know after the film was developed.
Positive news is that quite a few film photographers I know use to short load film in order to get up to three additional shots out of a roll. You can save the extra length only ad the leader end.
So without knowing your loading routine it is possible that the frame is not complety gone but it really depends what you were doing exactly like winding at least once with the back closed.
So wait 'til you get the film back from developing.

If the film has not been advanced enough to have a clear unfogged frame of film in the gate when you took the shot, then there's no photo - end of story. There might be a slight image of what you photographed among all the random fog, but only processing the film will show what is or is not there. It will not be a "recoverable" image as a technically good quality photo.

In our lives using film many of us have done unfortunate things technically - that's life. Learn for next time.