Two-page view in Word, shouldn't the first page be on the right?

The problem here is that the "two page view" you're using is just a two-page zoom, not a final print layout.

I would recommend putting the blank page in for your reviewing, and then take it out just before print time.

Two pages are just for preview. Just be sure that you select "Book fold" in Page setup dialog under "Multiple pages" since that will produce desired effect once book is printed.

If you really need "real" page view in two page view, only solution that I am aware of is to insert blank page on start.

Apparently,

...if you have enabled either "Mirror margins" or "Different odd and even" headers/footers, Print Preview (but no other view) will show facing pages.

(source).

So, it doesn't work in "normal" two page view. Rather annoying indeed...