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A first void urine sample is the first urine that is passed (voided) in the day (or upon arising if on an altered sleep schedule). The first voided urine is typically the most concentrated, since there has been no oral intake of fluids during the night. As the day progresses and there is intake of fluids, the urine becomes less concentrated. Since many urine tests are looking for a certain concentration of a substance, the most concentrated urine would be the most sensitive. For these tests, if the urine is collected later in the day, the results are still fairly accurate and are reliable if positive, but would have a higher incidence of false negatives.
Since the report said that it was to be done on a first voided urine sample, that would be preferred. However, the second urine of the day with only a small amount of water would still be quite accurate.
I have done some research looking for the sensitivity of urine later in the day, and the tests would still be very accurate if done later in the day on the first portion of the urine that is passed, as long as it has been at least an hour since last urination. Therefore, some tests will also use the term of first void to refer to this initial portion of a sample collected at least an hour since last urination.