Donald Trump says the first thing he'd do as President is close the borders, is he onto something?

I think that is a perfectly fine thought, but the operative question is how.
How are you going to close the border to illegal crossing immediately, or ever for that matter?
Determined smugglers and desperate people will continue to find ways to get into the United States, no matter how high the walls are and how many Border Patrol Agents you put in the border.

He may be on the right track, but he is espousing the wrong method, in my opinion. If you want to deter illegal crossing of the border, you have to change policies that encourage illegal crossings as a better alternative than legal crossings. The way you do that:
1. Stop with the political pandering of handing out free lunches to illegal immigrants. And by lunches I mean health care, educational advantages, housing grants, and yes lunches. Being generous to people who come here legally to help them get started is well-intentioned and helpful; doing it for those who do so illegally is foolish - not to mention budget-busting.
2. Break the cabal, both on the left and on the right ends of the political spectrum, that finds profit in having a two-tiered economic system where illegals work in the shadows. Cheap labor in farm fields, construction, fast food, and the homes of the wealthy provides a living, but is exploitive of people who just want to make a better life. I would propose very heavy fines for those who hire illegals. Not just the companies. The foreman. The fast food manager. The HR official. That will make a real difference.
3. Find ways to streamline the legal process for immigration, without compromising on security. Nearly all of the folks who want to come to the USA want to work hard and build a better life. But some are not. We need to find them, and throw them out or in jail. Our current immigration policy leads to some pretty heinous things happening when felons are simply released because of "sanctuary cities". The feds need to fix that tire fire.
4. Make it harder to get across the border surreptitiously. I wouldn't advocate for a wall, although there are local areas where one would be effective. I would push for a more defense in depth approach, stepping up monitoring capabilities and vectoring in border agents to intercept. Get caught, and you need not apply for legal status for a year. Get caught twice, and we hold you in a purgatory-type of detention facility for a month.

Play to win, Mr Trump. Not to win votes.

I think that is a good question. I do think he is on to something, but the question is....how is it different than our current immigration laws? The intent has always been to only allow those entering legally into our country.
Allowing refugees into our country while we are currently engaged with combating an enemy terrorist organization known to violate the Laws of War and the Geneva Convention was probably not the brightest move in US History. Would it be right to toss these people back into a war zone to fight for themselves? Probably not, unless one of them is a sleeper, in which case it is. But how do you know? You don't. I think the funds that have been appropriated for these refugees should be re-appropriated to someone deserving, like the soldiers in the wounded warrior project, operation homefront, the VA, Disability pay increases for soldiers, retirement funds, back into our SS fund so they will quit saying it is going bankrupt.
It's nice to be generous, but there comes a time where you have to say, "I could help my own country by doing this, instead of giving handout's.

What you're hearing is pandering and angling. This is why Trump goes to Mexico, poses with them and has their support even though he squeels of barbed wire and guard towers. When he steps on stage, everyone in the audience (barring a person or two) is a republican supporter. Not a fence sitter. Not an independent. Once he gets the nomination, THEN AND ONLY THEN will his true agenda come out. He's a billionaire. Money doesn't destroy money. Money doesn't lose money. A TON of his businesses use migrant labor. Closing the border against Islamic refugee's? I'll buy that, but I don't think President Trump would even consider a border with Mexico.