Could be your rear bag, if you are using one. Recoil tends to settle the stock in the rear bag somewhat and once it's compacted, it stays compacted. Try pounding your stock into the rear bag before you take the first shot (even though 22 WMr doesn't have much recoil).
Other thing to think about is your magazine. The spring is pretty compressed feeding first cartridge from a full mag and may cause the bullet to scrape a little going in. You might try loading the first round from a mag with a few rounds in it, put the saftey on, remove the mag, fill it -1 , then reinsert. I have a 10/22 that always tosses the first shot from a full mag, cold or hot.
Once you rule those out, I'd guess the action is shifting a little in the stock the action "settles in" with the first shot.....
Elkbane
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