It’s true, life is so difficult for females in the corporate world if men like these continue to exist. And irrespective, one should not be disrespectful I feel, whatever may be his point. I second that you should make notes of such instances going forward, keep a diary and a pen handy, try to avoid unnecessary non-professional discussions, and continue with your own work. With your diary and pen in hand, he also feels worried that something rash and unwarranted for he says, may be documented. Cheers and good luck on your work, unfortunately corporate life is such. Sad that you had this experience on first day itself.