First Step is Robert Dudley's first horse that he wins in a gamble during the time that he is disgraced. A very good horseman, rider and trainer, Robert Dudley sees First Step as his first step back up the ladder of society and return of his natural skill. The death of First Step represents a bad omen for Robert Dudley because on her very first outing (fighting with King Philip of Spain's forces at Calais), First Step is killed by cannon shot.