The probability that $n$ tosses produce no sequence of $HHH$

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(Feller Vol.1, P.278) I don't understand how the author derive the equation, which I highlight with the purple line. The author says that "the event that $n$ trials produce no sequence $HHH$ can occur only when the trials begin with $T$, $HT$, or $HHT$." I don't understand this statement, and I would appreciate if you add some details.