It means you have to mail first and wait until the other member receives the items before they send to you. You need to have transactions with 20 different members here before that "Must Send First" designation disappears. THis protects established members here from getting scammed by new, unknown members who are strangers.
I spent the first 15 years of my internet trading career mailing first since I did not belong to any trade groups until I finally joined tThe Bench. I had to go through the same 20 member process then as well. I never got burned mailing first either although I consider myself a pretty good judge of character.
