If the content flows from the first page into the subsequent pages, you are unfortunately out of luck (How to get differently-sized header or footer depending on page number? - #8 by laurmaedje).
However, if the first page is like a title page, whose content is separate from the rest of the document, you have two options:
- Use a
#page(margin: ...)[ ... ]explicitly for the first page instead of a set rule, so that the options are only applied for that page - Write another
#set page(...)rule right after the first page, so that subsequent pages follow the new properties.