What exactly is a first chance exception? How and where does it originate in a .Net program? And why is it called by that peculiar name (what 'chance' are we talking about)?
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It's a debugging concept. Basically exceptions are thrown to the debugger first and then to the actual program where if it isn't handled it gets thrown to the debugger a second time, giving you a chance to do something with it in your IDE before and after the application itself. This appears to be a MSVS invention.
(edit: slightly wrong about the meaning of second chance it seems, edited accordingly)
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See this explanation.
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First chance exception notifications are raised when an exception is thrown. Second chance notifications are when it is not caught. (Chance - as in opportunity to break into the code in the debugger).
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