Up to symmetries of the board, there aren't very many possible moves for the first player:
There are only five moves: black in A, black in B, black in F, white in B, and white in F.
Black in A doesn't work; the second player responds with black in K.
Black in B doesn't work; the second player responds with black in O.
Black in F doesn't work; the second player responds with black in P.
White in B doesn't work; the second player responds with black in K.
So the only possible answer is white in F.
Does this strategy work?
Let's check all possible responses to white in F (again, ignoring symmetry):
Black in A makes the puzzle unsolvable.
Black in B: respond with black in L.
Black in C makes the puzzle unsolvable.
Black in D: respond with black in J.
Black in G: respond with black in M.
Black in H: respond with black in M.
Black in K makes the puzzle unsolvable.
Black in L: respond with black in B.
Black in P: respond with white in B.
White in A makes the puzzle unsolvable.
White in B: respond with black in P.
White in C: respond with black in L.
White in D makes the puzzle unsolvable.
White in G: respond with black in N.
White in H: respond with black in J.
White in K: respond with white in L.
White in L: respond with white in K.
White in P makes the puzzle unsolvable.
So this first move does indeed work, and lets the first player win on their next turn.