Where to put the adverb "first"

Regarding the following sentence:

When you make a speech, you should think of what you want to say first.

How does it sound to you? To my ear, it sounds like the speaker has to consider what he/she is going to say at the beginning (of the speech). If the author's true intention is "In giving a speech, proper preparations are necessary," I think we should say "When you make a speech, you should first think of what you want to say." What do you think?