The phrase "first step to understanding" is correct and usable in written English.
You can use it to refer to the first step of a process to gain understanding. For example, "Watching the video was my first step to understanding the complex mathematical equations."
The first step to understanding why AVI files can be so fussy is to understand what encoding and decoding are.
The first step to understanding cyberconflict is to define the domain.
Brene Brown's books on imperfection and vulnerability are a first step to understanding what motivates the need for perfection and how to address it.
Some of them danced with the Tibetan prankster, abandoning self-consciousness, in what might be the first step to understanding the Buddha's teachings.
Billed as an important first step to understanding the skulls' provenance the study could one day lead to their return to east Africa.
Understanding the rigor, labor, evidence and time required to identify a real carcinogen is the first step to understanding what does and does not cause cancer.
The theoretical study of graphene was started in 1947 by physicist Philip R. Wallace as a first step to understanding the electronic structure of graphite.
The investigation of these materials regarding their texture, nanotexture and structure by transmission electron microscopy is reported, as a first step to understanding the formation mechanisms.
The final goal of this project is to characterize fully the mid-IR properties of local LIRGs as a first step to understanding their more distant counterparts.
Modelling the empirical relationships between habitat quality and species distribution patterns is the first step to understanding human impacts on biodiversity.
Testing for soil contaminants is the first step to understanding how gardening may affect our health.
