You do not want to change the margins for the first page. You want to simulate different margins by using the Different First Page setting.
See:

• Setting Up Letter Templates - Ribbon by Suzanne Barnhill, MVP
• How can I get a different header/footer on the second page?
• Letterhead Textboxes and Styles Tutorial
• Margins and Indents in Word
• Header/Footer Settings Recap
• When to use Section breaks in Microsoft Word (and when to not use Section Breaks)