Jim,
There haven't been any laws favoring the first son. The inheritance has always been split between all children, though before 1845 it worked differently in different classes. Among nobles and farmers, a brother got twice the share of a sister. Among clergy and burghers, all children's shares were equal.
(source: Marita Persson's post here)
There may have been local traditions to let the first son take over the farm, but any child could (e.g. a married daughter). And I've read that in practice, the other siblings often weren't compensated fully. I got the impression that the equal splitting was more enforced after the 1845 law, so the others got some ready cash to use on e.g. a ticket to America.
Here, Carl Szabad mentions seeing in court records that drawing of lots was used as a means of settling who'd get the farm.
BTW, one of my husband's ancestors, born in 1887, was the oldest child and got to take over the farm (I don't know if it was from tradition or other reasons). He had to place a heavy mortgage on the farm in order to buy out his 5 brothers and sisters, and the story goes that some of them kept thinking he owed them, because he got the farm and they didn't...