In its original sense, refers to a punctual act of arriving late. So, if you are talking about a late arrival that is likely to happen, you should use .
>
> Not only I’m going to be/arrive late on my first day on the job, …
However, is also fine as it is understood as referring to either one of the following two states.
>
> a) Not only I’m (running) late for work on my first day on the job, …
> b) Not only I’m making the mistake of being/arriving late on my first day on the job, …
The first is about the fact of being late, whereas the second sounds like an answer to the self-accusatory question of _What am I doing?!_ I know these two are different, but I’m find it hard to explain...
When said about yourself, or would be understood similarly to (b) above. It’s good as a statement about an ongoing state of another person.
or refers to the event of getting lost that has already happened and thus put you in the current state.