I don't know why this is happening. As far as I read and as I understood, I have to move the layout that I want to run first, to the first position in the layout folder of the project panel at the right of the screen. Right?
For some reason, Construct 2 keeps running another layout, no matter it's position in the layout folder.
I also selected my "First Layout" in the project settings, but Construct 2 seems to be ignoring that configuration.
What am I doing wrong?
Position in the layouts folder has nothing to do with it. Not sure where you read that but it's entirely wrong.
The only way to specify the starting layout is with the First layout property, which you've done already. Construct won't "ignore that configuration", so it must be something else. Check that your layouts are using the correct event sheets and that you don't have anything obviously causing the problem, like a rogue Go to layout action that's firing in an unintended way.
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if you're playing using preview mode (ie. without exporting the project) then Construct will just play from the last layout you were editing. Which I suppose can be useful during certain instances like if you want to test one layout specifically, but will mess stuff up if you're relying on your first layout to keep track of some global stuff.
I wish there was an option to change that.