Just learned why, but I would have preferred that they actually did call him his english name or just "Won". "First" is still bothersome 12 chapters in
I also get confused sometimes. For example, there's this mission where they talked about how they do it in order. And they said something like "We have to do this, first." I forgot that if they're using capital letters for the first letter that means they're talking about a name. So I got confused when I read the next it says "And second, we do this--". It really confuses me since they are doing missions so you don't know if they're talking about actual numbers or names.
Why did they name the MC "First"? It's so annoying and confusing, I didn't even realize it was his name until chapter 5. Do you get used to it?