Notice that B and C both are nullable (they can produce ε). This means that from the production
S → CbB
we get that b ∈ FIRST(S), since if we use the production C → ε we can get a production that starts with b.
Similarly, note that
S → Ba
is a production, so we get a ∈ FIRST(S) because we can use the production B → ε to get an a at the front of a string derivable from S.
Hope this helps!