Page setups apply to the entirety of each section so unless the first page is in a different section you can't set it differently. However, you can put larger content into the header/footer of the first page if you have a 'different first page' in that section. If the content is inline and not floating above or below text, it will push the header/footer into the page area and effectively give you a different top/bottom margin size for that first page.

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Andrew Lockton
Chrysalis Design, Melbourne Australia