If a man gets breast cancer, does he first have to have a lump of non-cancerours breast gland material under the nipple (that later turns cancerous?)?

No. All men have breast tissue, yet this tissue may not be palpable as a defined lump under the nipple. Breast cancer begins at a microscopic level and does not require palpable breast tissue in order to form. Some men have a condition where there is pathologic enlargement of their breast tissue--gynecomastia. Although controversial, this does seem to predispose one to breast cancer.
No. Man can have a mass that is cancerous as his initial presentation - does not have to have a benign nodule first.