First goalscorer pays only if your player scores the first goal of the match. It is the anytime market with an extra coin flip on top: not just 'will he score' but 'will his goal come first' — which multiplies variance and, conveniently for the bookmaker, the margin baked into every price.
Penalty takers and early-minute starters dominate the honest shortlist. A super-sub who scores plenty but enters at 70 minutes is structurally terrible here, whatever his anytime numbers look like.
If a player's anytime chance is 38% and his team is equally likely to score first or second, his first-scorer chance is roughly half the share of match first-goals his team owns — often 15–18%, fair odds 5.50–6.60. Books routinely quote 4.50: a double-digit margin hiding in plain sight.