See the  Off-the-Record Messaging site for more details on OTR.

Adium OTR

Adium does indeed encrypt the first message sent using OTR, while it doesn't appear so due to the confirmation of OTR being actived coming after sending the first message. Adium displays your sent message in the message window even though it still technically hasn't sent the message. The encryption is being handled invisible to the user, and the message is sent as soon as the OTR session has been confirmed and initiated on both sides of the conversation, which happens as soon as Adium displays that an OTR session has been started.

Current Work on OTR in Adium

 Martin Häcker is currently working on integrating the  Socialist Millionaire Protocol from OTR into Adiums GUI. This enhancement has been filed in ticket #9768 ("Switch OTR authentication to Socialist Millionaire's Protocol"). See also #10336 ("Update to libotr 3.2").

 Here and  here you can read an introduction to the conceptual part of their work.

For how to build libOTR see here