Julia, 165 155 151 129 102 bytes

g(s,d=[])=join(filter(i->i!=0,[(c=lcfirst(w)[1])∈d?0:(d=[d;c];w)for w=split(s,r"\W",keep=1<0)])," ")

This is a function that accepts a string and returns a string.

Ungolfed:

function g(s, d=[])
    # Split the string into an array on unwanted characters, then for
    # each word, if the first letter has been encountered, populate
    # this element of the array with 0, otherwise note the first letter
    # and use the word. This results in an array of words and zeros.
    x = [(c = lcfirst(w)[1]) ∈ d ? 0 : (d = [d; c]; w) for w = split(s, r"\W", keep=1<0)]

    # Remove the zeros, keeping only the words. Note that this works
    # even if the word is the string "0" since 0 != "0".
    z = filter(i -> i != 0, x)

    # Join into a string and return
    return join(z, " ")
end

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