Note: If you start a pledge payment today, then the system will need to know how to process that first payment.]This is working as designed. When a pledge is added, a schedule must be set up. If you select today's date as the start date for the pledge payment then you need to provide a pay method for that initial payment. If you continue this way, you will see a pledge and the first installment in the batch (they get connected by the Call Center batch macro when you commit the batch).
However if you go back to the schedule and set it up so that it starts on any day other than today, the pay method will no longer required and you will only see the one (1) pledge record in the batch.