I don't know. Something appeared to have physical power in this reality. As I understand it, The First itself doesn't, so what was it was moving everything around, and why?
Oh and here's that info for you.
Audience: Conversations With Dead People - what was attacking Joyce, was that the First?
Joss: "That was the First, she was just messing with Dawn to sort of create a little rift. And then Buffy sort of not choosing her works; it was a benign thing, a warning casting the seeds of death
http://www.cityofangel.com/behindTheScenes/bts3/sdcc03_2.html
AICN: You wrote the Dawn scenes in CONVERSATIONS WITH DEAD PEOPLE. Now that BUFFY is no more, some fans wonder what Joyce was talking about when she said, "Buffy won't choose you." But surely that was just The First messing with Dawnie's head, yes?
JANE: Yes indeed.
http://www.buffy.nu/article.php3?id_article=1108
Joyce: When Dawn's mother appears to her, the circumstances seem to be different to when the First appears to others. She is surrounded by light and Dawn had to fight to make her mother heard as some force seemed to be stopping her. Jane Espenson later revealed that Joyce was supposed to be the First. (Thanks to Sraeps2, info also on the DVD commentary for this episode).
http://www.restlessbtvs.com/episodes/season7/7conversations/
In an interview, Jane Espenson revealed that it was Joyce/The First that appeared to talk to Dawn at the end of the episode.
http://www.tvtome.com/BuffytheVampireSlayer/season7.html