First Thoughts is a word association crossword from the same family as Missing Links and Last Thoughts. In First Thoughts, each answer is word that can precede the clue word to form a well-known expression. For example, the answer ANIMAL might be clued '___ magnetism (6)'.
The puzzle relies on strong, distinctive links between the clue and answer words. Cluing the word PLAY as '___ down (4)' is valid (play down), but unhelpful. This clue could just as easily lead to dozens of other answers, including CALM, MELT and STEP. In contrast, the clues '___ possum (4)' and '___ gooseberry (4)' are more distinctive, and will almost certainly lead the solver to the correct answer.
Last Thoughts works on the same principle, but has answers that follow the clue words, rather than preceding them.