The “first source link” is the first link in the link source file with which a Go To Link Location command was used. For example, if you used the Search Files command to create a Search Results file containing source links, and then you used the Go To Link Location command on a line in the Search Results window, the first source link is determined to be the first link in the Search Results window.
The Go To First Link, Go To Next Link, and Go To Previous Link commands are used to quickly skip from link to link, and are especially useful when the source links are connecting compiler error messages and program source lines.