I think there are a few reasons why first class is in the front:
1. First of all, they want everybody to have to go by the 1st class cabin so that all the coach class people will want to pay more to sit there.
2. The airlines want the higher paying customers to sit closer to the entrance/exit so they will not have to go as far.
3. It is less noisy in the front because the engines are either on the wings or the very back.
I hope this answers your question!