Unfortunately you can't use the first letter in the list of all apps, and I don't know of any setting. I don't know why this is the case, and have provided feedback to Microsoft on this issue.
You can use page up/down to jump in bigger steps.
The closest thing to first letter navigation is the following.
The list of apps is arranged alphabetically, and in addition it is grouped by the first letter of the items, and this letter appears as a heading before the items starting with that letter.
When you select items in the list using up and down arrow, home/end, page up/down, these headings are ignored.
However if you press tab, you're moved to the heading for the group. You can then use up/down arrow and home/end to move through these headings. You can then press shift+tab you move to the first item in that group.
Maybe Microsoft will put this right one day,
So just a quick windows 10 question. So in windows 10 the 'all programs '
option in the start menu has changed to the 'all apps' option. However
in windows 7 and older versions when in the all programs/apps window you
could either use the arrow keys to move up and down or type the first letter
of the program you wanted and it would then take you to programs of
which ever letter you pressed, so for example pressing J would take you to
the jaws program. In windows 10 although you can still move about with the
arrow keys you can't seem to go to a program by typing its first letter.
Does anyone know is there a setting that I can change in windows 10 so I
can use first letter navigation to get round in the all apps window?