Google books actually shows a constant decreasing usage of the expression in the first instance from which probably the fact that some users find it “unusual”.

Moreover, M-W suggests it is a formal expression:

in the first instance - idiom (formal):

before other events happen : as the first thing in a series of actions

• You will be seen in the first instance by your own doctor who may then send you to a specialist.*

For what it is worth, I am quite familiar with this expression and I don’t find it unusual.

Google books actually shows a constant decreasing usage of the expression in the first instance from which probably the fact that some users find it “unusual”.

Moreover, M-W suggests it is a formal expression:

in the first instance - idiom (formal):

before other events happen : as the first thing in a series of actions You will be seen in the first instance by your own doctor who may then send you to a specialist.

For what it is worth, I am quite familiar with this expression and I don’t find it unusual.