It's in Goblins of Golarion, the only PF splat supplement I own, besides APG and UC. Fun read, it is. Somebody at Paizo loves them some Gobbos.
And yes, you can get the Favored Class Bonus at 1st, provided you choose your Favored Class as the class you take at 1st level. If you have multiple Favored Classes, you get it when you level in either, including at 1st level.
Speaking of APG, I finally have a hard copy, so I don't have to fight with the PDF anymore. Hopefully that'll make getting work done easier.
I'm gonna make a warforged Gunslinger re-fluffing a Large-sized musket as a built-in arm-cannon. He's obssessed with upholding honor and the law and such. Imma spout such one-liners as "OBJECTION OVERRULED" as I shoot things