First and second chance exception handling

Distinction between the first and second chance exception: the debugger gets the first chance to see the exception (hence the name). If the debugger allows the program execution to continue and does not handle the exception, the program will see the exception as usual. If the program does not handle the exception, the debugger gets a second chance to see the exception. In this latter case, the program normally would crash if the debugger were not present.

If you do not want to see the first chance exception in the debugger, you should disable first chance exception handling for the specific exception code. Otherwise, when the first chance exception occurs, you may need to instruct the debugger to pass on the exception to the program to be handled as usual.

Does a first chance exception mean there is a problem in my code?
First chance exception messages most often do not mean there is a problem in the code. For applications / components which handle exceptions gracefully, first chance exception messages let the developer know that an exceptional situation was encountered and was handled.


References:
First and second chance exception handling