I'll try and answer your questions in an orderly fashion.

1. Does focusing on this fact before going to bed make it impossible to have a lucid dream in the first REM cycle(s) since you are not focusing on waking up but merely recalling dreams?

Just because your focusing your thoughts on waking to recall a dream doesn't make it impossible to lucid dream in your first REM period, you can still lucid dream in your REM period, it just may be more difficult because it is a short period. But its not impossible.

2. Is MILD geared more to having lucid dreams in the later REM cycles?

Well the MILD technique can be used for any of the REM cycles, i mean if you go to bed and practice the technique you may well have a lucid dream in your first REM cycle, but it will probably be short. I think the point Laberge is trying to get across is that the best chance to have lucid dreams is in the later REM periods so its better to wake from a vivid dream and recall it, then try and re-enter the dream state and become lucid.

3. Wouldn't this again mean that using this process it was not possible to have a lucid dream in the first REM cycle as you are not telling youself to wakeup, but merely to record dream details in the first REM cycle?

These are single thoughts that you are focusing on, throughout your entire day you may have subconsciously thought about having a lucid dream, then when you have your first REM period you have a lucid dream due to this feed of information into your subconscious mind. It does not make it impossible because you are focusing on one single thought. Your intentions will maybe lessen the chance of you having a lucid dream in your first REM period but it does not make it impossible.

Hope that helped you out