Display Search Results after search 1st link

Redirecting to the first result of a search is a very unfriendly thing to do to your visitors and can quite possibly prevent them from ever finding the content they need, but it is very easy to do:

function redir_first_wpse_49208() {
  if (is_search()) {
    global $wp_query;
    if (!empty($wp_query->posts)) {
      wp_redirect( get_permalink( $wp_query->posts['0']->ID ) );
      exit;
    }
  }
}
add_action('template_redirect', 'redir_first_wpse_49208');