First Sets: If $A \to Ad\ |\ c$, what is $First(A)$?
The grammar you have presented is left linear grammar. The production $A \rightarrow Ad$ in when transformed into $FM$, $A$ becomes state &amp; an edge with $c$ terminal from $A$ to $A$ (self loop). So its clear for this particular grammar $First(A)$ is $c$. 

Moreover, your approach is also correct or primarily correct.