The story of "The First Step" is based partly on the very first Raffles story by E. W. Hornung, "The Ides of March", as well as loosely on the first story of the third book, "Out of Paradise" (also known as "A Thief in the Night"), where Bunny is caught red-handed by his ex-fiancée. However, the title is borrowed from another story in The Amateur Cracksman - "Le Premier Pas" - and the trick Raffles performs at the end originally appears in "A Jubilee Present".
Jeremy Clyde, who stars in this episode as Alick Carruthers, would later act the part of A. J. Raffles in the BBC radio dramatisation of the stories.