According to rules
Each character begins play with a single favored class of his choosing — typically, this is the same class as the one he chooses at 1st level. Whenever a character gains a level in his favored class, he receives either + 1 hit point or + 1 skill rank. The choice of favored class cannot be changed once the character is created, and the choice of gaining a hit point or a skill rank each time a character gains a level (including his first level) cannot be changed once made for a particular level. Prestige classes (see Prestige Classes) can never be a favored class.
Emphasis mine. The word "typically is confusing me. It seems like my favored class does not need to be the same class that my first level is in. For example, I could roll a level 1 Rogue but choose Wizard as my favored class.
According to my understanding of the rules, when I create a character at 1st level, the favored class must be the one which I choose as a 1st level class and the choice of favored class cannot be changed once the character is created.
If it would be possible, then it makes no sense to me ... Created character at 1st level must choose his favored class ...
It sounds like a way to abuse rules in a way to get more benefits ... f.e. taking Barbarian at 1st level means starting with 12 hit points, instead of 10 HP, when you would not "typically" choose Fighter as a favored class at a 1st level, but after 2nd level following with 20 levels of Fighter ...