the confusion might be because the first set of 'leaves' which appear are not true leaves, they're called cotyledons, so technically, if the plant's only got those, it still hasn't any leaves, so the second lot of 'leaves' (first set of true leaves) may have been what they meant. And why the other sites say when there's two sets of leaves...

Those sweet peas look awfully drawn (leggy) to me have they had enough natural light?

Not ideal, but they will be ok, provided you keep them outside and don't bring them in the greenhouse unless it's going to get very cold. Are they bush varieties, or tall growing spencers?
If you look at the plant on the far right, you can see two small bumps on the stem below the leaves . That is where side shoots will develop which is what you want. When they develop, just cut the plants above them.

Thanks everyone. Bamboo i did wait for the first set of true leaves to appear, and when they did thats when i pinched out the growing tip, or the cotyledons. I'll move them out of the greenhouse as scrumpy suggests and wait for the side shoots to develop.