My 1992 300Ce has first gear start always.
Try this. accellerate normally, and count the shifts. if you have a 4 speed tranny whichI believ si in that car as is my car, you should get 3 shifts, 1-2, 2-3, 3-4
If it starts in 2nd gear you'd get 2 shifts - 2-3, 3-4
If you plant your foot down all the way hitting the kickdown and you gett he 3 shifts, but not when you dont hit the kickdown, I would deduce it has second gear start.
Try this for your car as well as some benzes have this feature...
Look for an Arrow with a "B" pointing to the right on your shift gate. that will enage first gear - my brothers 85 380sl has it, my dads 94 sl600 has it, and my moms 87 560sel she used to have had the B switch for first gear start.
on 2nd gear start cars, you drop the shifter to 2, then back it up to drive and when you take off it should start in first...
Hope that helps you determine if your car has it or not.
That relay might control something witht he kicjdown when it is pressed at hgigher speeds to stop it from lets say kicking down to 1st gear when doing 80 and ya hti the kickdown switch... so perhaps the relay is to put it in the right gear depending on speed whent he kickdown switch is activated. Wow I hope I am right, I used deducing to come up with that one right outta my head..
hehe
Alon