First unusual thing
As something unique and unusual stands out or could be interesting. Some of these unusual things are just slightly out of the ordinary, some huge strange things.
The first unusual thing is used because it helps to choose one single idea for clarity between the players. While advanced players can handle several unusual things and it can be done especially in longer scenes, one unusual thing in a scene is more easy to learn for most improvisors.
Without an unusual the scene could be so normal that it's boring and it's unlikely to be funny or interesting.
Comedy depends especially on novelty and surprise.