The first section to show up is the one with the lowest sort order. If you have the following code in your system.xml:
<?xml version="1.0"?>
<config>
<sections>
<your_section translate="label" module="your_helper_alias">
<label>Your Section</label>
<tab>any</tab>
<sort_order>10</sort_order>
<show_in_default>1</show_in_default>
<show_in_website>1</show_in_website>
<show_in_store>1</show_in_store>
<groups>
[...]
</groups>
</your_section>
</sections>
</config>
Then your section will be displayed first because "10" is the lowest sort_order of any section in the system (at least in a standard Magento shop).