To compute FIRST sets, you typically perform a fixed-point iteration. That is, you start off with a small set of values, then iteratively recompute FIRST sets until the sets converge.
In this case, you would start off by noting that the production A → s means that FIRST(A) must contain {s}. So initially you set FIRST(A) = {s}.
Now, you iterate across each production of A and update FIRST based on the knowledge of the FIRST sets you've computed so far. For example, the rule
A → AAb
Means that you should update FIRST(A) to include all elements of FIRST(AAb). This causes no change to FIRST(A). You then visit
A → Ab
You again update FIRST(A) to include FIRST(Ab), which is again a no-op. Finally, you visit
A → s
And since FIRST(A) already contains s, this causes no change.
Since nothing changed on this iteration, you would end up with FIRST(A) = {s}, which is indeed correct because any derivation starting at A ultimately will produce an s
as its first character.
For more information, you might find these lecture slides useful (here's part two). They describe in detail how top-down parsing works and how to iteratively compute FIRST sets.
Hope this helps!