I take my pressure 4 times in a sitting waiting 2 minutes between tests. The first reading is always higher than the other three. What is the reason?

No reason. Excessive BP measurement is counter productive. BP diary over the course of 2 weeks is better (we need 6-7 readings in that period of time on different days) do check in am. Show diary to doctor. However, talk to your md first, he or she may suggest something different, it depends on your health profile or if you are having symptoms or not.
Anxiety. It is very common for the first blood pressure reading to be higher than subsequent ones, and probably reflects the inherent anxiety seen in many medical situations. If the next three are all lower, you can ignore the first.