Each episode is centered around a specific subject, namely: Time, Elements, Gravity, and Light. I don't recall him returning to the subject of entropy in later episodes - they have their own equally "big" subjects to cover!
As the episode says, entropy is the inevitable and observable progression of things from a more ordered state to a less ordered state.
However, that statement does not imply that everything begins in some "perfect" state of total order. It merely states that disorder progressively increases - and the rate of progression of that disorder is one way we have of defining, observing, and measuring the passage of the effect that we call "time."
It would be more accurate to say that everything starts out with a certain degree of disorder, and the level of that disorder increases over time.
You should probably proceed to the second episode, which deals with the elements - the building blocks from which everything is constructed. In that episode it becomes clear that everything, whether a rock or a human being, is formed from elements which are drawn from all across the universe. As the episode's (somewhat overly-poetic) title implies, we are all us - in a very real sense - "stardust."
Everything in the universe is formed from these elements - disparate building blocks coming together to form a "thing" - so everything must, by its nature, contain an inherent degree of disorder. What we call "order" is merely the state of those elements holding together in a coherent form, temporarily - until entropy breaks down that coherence, and the thing inevitably reverts to its constituent elements. Elements which will, equally inevitably, then become part of something else.
"Dust to dust" - to quote a well-known meditation on the cyclic nature of this process.
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