This is probably just because the coins aren’t actually fair. If the coin is slightly biased towards heads, the first throw is more likely to heads, and so are all subsequent throws. Same for tails.
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A coin that is biased towards heads is one that would more often land on heads regardless of how you hold it when you start the flip.
The study finding is that every coin is more likely to land on heads if you start it with heads facing up, and will also be more likely to land on tails, if you start it that way instead. This bias, while small, is greater than the typical observed bias due to imperfections in manufacturing.
It's not about the "first throw" vs the "rest of the throws". It's about how you hold the coin when you go to flip it. That's what they mean by "started".