if you are using the E mode in your car it will always move off in second, push it down to S that will start in first.
The E mode is used for winter driving and it prevents the wheels spinning on snow etc, and the S mode for all the other time.

You will find that in S mode you use more gas as its got a higher rev range between gears. Genrally i think most people use E mode unless your going to hammer the car in which case the car automatically changes to S mode itself, for eg when you kickdown the car will down shift 1 or 2 gears thats when it goes into S mode.

Raj