I ran your example on my machine
It worked fine for me and i was able to pick First.jsp.
It seems that at your end Tomcat is not able to pick up Servlet class file.
Please check class file location and classpath etc
Oracle Java Web Service Developer (1z0-897), Oracle certified Java 7 Programmer, SCJA 1.0, SCJP 5.0, SCWCD 5.0, Oracle SQL Fundamentals I