They don't always win ... but they do have an opportunity to gain an advantage. Just going first doesn't automatically give them an advantage. But if they succeed in getting "on a roll" due to going first - they have a better chance of maintaining momentum and winning.
Thank you for your reply Walt. In tennis they always toss a coin and the "winner" chooses whether to serve or receive. I think serving first is advantageous if only psychologically because your opponent is always behind for awhile until he/she serves and hold. I don't know what the stats are about if serving first wins a certain percent of matches. Happy Friday! :)