How to redirect custom post type archive to first term of associated taxonomy?

If you know you’re loading the right template, redirect to your first term of the specified taxonomy:

function wpse_135306_redirect() {
    $cpt="countries";
    if (is_post_type_archive($cpt)) {
        $tax = 'cities';
        $args = array(
            'orderby' => 'id', // or 'name' or whatever
        );
        $cities = get_terms($tax, $args);
        if (count($cities)) {
            wp_redirect(get_term_link(reset($cities), $tax));
            exit();
        }
    }
} // function wpse_135306_redirect
add_action('template_redirect', 'wpse_135306_redirect');

References:

• template_redirect
• is_post_type_archive
• get_terms
• wp_redirect
• get_term_link