What's the difference between mobile first and desktop first?
In mobile first, your styles will inherit upwards from the smallest media query, whereas in desktop first they will inherit down from the largest media query.
With Acquia Cohesion you can choose whether you want you website to be mobile first or desktop first. This option is within Website settings > Responsive grid settings. Your choice will dictate how the Style builder works. For more information, see Configuring your responsive grid settings and Understanding the responsive breakpoints.