how do some players focus better by thinking on the first move? I've seen some of my colleagues (2100-2200 Elo) who after shaking hands just think about 3-4 minutes on the first move, even though they know what they're going to play. When I asked one of them he said he's "building up focus and concentration" so I was wondering if someone could clarify that, and I want to know what you people think if that even makes sense
Two big reasons:


At higher levels, a lot of preparation may be done for a game, especially if you know in advance whom you'll be playing. You'll want to prepare responses to all of their most common or strongest lines. You might also have novelties or uncommon ideas in certain lines to throw your opponent off-book. There is a lot to remember, and using five to ten minutes at the start of the game, when you're not under any pressure, to recall all your preparations can be very helpful.
Somewhat related, when you sit down for a game, you're often coming from some very different activity: eating, chatting, or kibitzing other games, for instance. You don't want to start playing while you're still distracted or thinking somewhat of other things, so you can take some time--again, while not under pressure--to get into a "chess mindset". This sounds to me like what your colleague was referring to. 


I think there's a decent analogy to more typical "physical" sports, here. Before a basketball game, the teams take several minutes in their locker rooms, stretching out, going over the game plan, and "getting in the zone". They need to make sure they're properly warmed up and ready to hit the floor at full speed when the game starts. 

The first move of a Chess game can be used in the same way. Just as basketball players need to warm up their muscles, Chess players may benefit from "warming up" their visualizations and calculations, by reviewing lines and tactics and so on.

As with any pregame routine, the exact techniques will vary widely from person to person, but the goals are always the same: get warmed up, get in the zone, and get ready (mentally) for some fierce competition.