The specific text in the PHB reads:
"At 3rd level and every three levels thereafter (6th,9th, 12th, 15th, and 18th), he or she gains another feat. Feats are gained according to character level, regardless of individual class levels."
One interpretation of that is the character gains the feat at 3rd, and only 3rd. Holding it would technically mean the character gets the feat at 4th or later, which goes against the rules. Sure one could say it's reasonable to let the character hold a feat, but it's technically not supported by the rules in this case and thus becomes a house rule.