Google books actually shows a constant decreasing usage of the expression [in the first instance][2] from which probably the fact that some users find it “unusual”.

Moreover, [M-W][3] 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. 


  [1]: https://books.google.com/ngrams/graph?content=In%20the%20first%20instance%20&year_start=1800&year_end=2019&corpus=26&smoothing=3&direct_url=t1%3B%2CIn%20the%20first%20instance%3B%2Cc0
  [2]: https://books.google.com/ngrams/graph?content=In%20the%20first%20instance&year_start=1800&year_end=2019&corpus=26&smoothing=5&case_insensitive=true
  [3]: https://www.merriam-webster.com/dictionary/in%20the%20first%20instance