 Solution

Write $\tan x=a_{1}x+a_3{x}^3+a_5{x}^5+O(x^7)$. Multiplying by the cosine Maclaurin series and comparing with the sine series givesCoefficient comparison yields $a_1=1$, $a_3-a_1/2=-1/6$ and $a_5-a_3/2+a_1/24=1/120$. HenceSubstitute $u=\tan x$ into $e^u=1+u+u^2/2+u^3/6+O(u^4)$. Keeping one extra order to make the term-counting explicit,Counting the constant term, the first three nonzero terms are $\boxed{1+x+x^2/2}$. If the phrase is taken to mean the first three nonconstant terms, they are $x+x^2/2+x^3/2$; the displayed expansion supplies both conventions. The cubic coefficient is $1/3+1/6=1/2$, combining the cubic term in $\tan x$ with the cubic exponential term.