Hello.
Understanding the subtleties of a language I think is the most difficult part of learning a new language,
and your question has to do with subtleties as well :)
So a direct translation of that sentence would mean, 'first, take bus #1.' This, however, implies that you would have to take another bus, etc to get to your destination. Think of 먼저 1번 버스를 타세요 as an incomplete sentence. To complete the sentence, it would go something like, 먼저 1번 버스를 타시고 00에서 2번 버스로 갈아타세요,' meaning, 'first take bus #1, get off at 00 and then take bus#2.'
Hope this helped :)