As we have seen, in the Monte Carlo methods, we approximate the value function by taking the average return. But in the first visit MC method, we average the return only the first time the state is visited in an episode. For example, consider an agent is playing the snakes and ladder games, there is a good chance the agent will return to the state if it is bitten by a snake. When the agent revisits the state, we don't consider an average return. We consider an average return only when the agent visits the state for the first time.