The First Non-Empty Branch step takes a number of branches as input and then only allows the recommendations through of the first branch that has recommendations. For example, you connect three branches to this step, the first branch has 0 recommendations, the second has 3 recommendations and the third has 2 recommendations. Then the end result is that that the 3 recommendations of the second branch go through. The first brand is empty so that one is skipped, then recommendations are found in the second branch so the gate for those branches are opened and the gates for all other branches will be closed.
Applying this to our previous example:
The First Non-Empty Branch then looks like:
As you can see the order it goes through the branches is based on the order on the canvas from top to bottom. You can change the order by dragging your branches in the right order on the canvas.