I think players are bidding sub-optimally low

[FYNO]

(This applies to Fellowship block on Gemp, I can't speak for other formats).

I've noticed that a bid of 2 burdens can start first the vast majority of time. I think this indicates sub-optimal play, for going first is usually a significant advantage.

For the player going second to get a fellowship win, they must double-move once more than the player going first. This puts them in more danger, while allowing the player going first more freedom to stop. The value of being able to make a single (rather than double) move is enormous - discarding all minions, emptying the twilight pool, reconciling your hand, giving you another fellowship phase, giving you start of turn triggers and it can't be prevented. If that were a Condition you could pull from your draw deck at the start of the game, it would be enormously expensive and deservedly so, yet for some reason, players don't seem to think it's worth even a couple of burdens.

What's even more puzzling is that Sam, Son of Hamfast is playable in Fellowship block, greatly reducing the costs of high bids. There's even a site 1 (Green Dragon Inn) that pulls him! But even disregarding Sam, burdens just aren't that costly most of the time. In many games they're completely irrrelevant, and even against e.g. Nazgul there aren't usually that many cards that spot burdens.

It's true that going first puts your on your opponent's site path, but in Fellowship block at least, this isn't that big a deal, and it can be alleviated with site playing/replacing cards if a certain site is very important.

[Legion]

I feel it's a meta thing.  Gandalf's Pipe and Sam beat corruption, and nobody wants to play a shadow that can essentially lose from 2 cards (one of which is quite common).  As a result, there's not much need to pack burden removal, since nobody's going to be adding them, anyway.  I reckon that about half the decks I've seen in Fellowship Block play no burden removal, and to be fair, I can see why.

However, if you're going to do that, you don't want to auto lose when you meet a shadow that can add a few burdens, then slap down an Enquea.  Bidding 2 to start at he Pony means 1 unexpected wound on Frodo could get you up to 5 burdens, and that's going to sting against the ~75% of decks that play Enquea.  Don't forget Summit of Amon Hen as the almost surely most common site 9 for Moria and Nazgul.  3 burdens there means at least one more minion to the swarm thanks to They are Coming.

On the subject of Nazgul, remember how frightening they can be at the start of the game.  I could go on a rant, but I know I prefer to face Nazgul with an Aragorn (who normally picks up a Bow or Flaming Brand) than with Sam hoping they choke on him before decimating everyone else.  Without Arwen, your fellowship will have an even harder time dealing with those Nazies.  You can go Sam/Arwen at the Pony, but then you really have to draw Legolas or a bow by site 4 or else Moria will swarm you.

If you play Nazgul, it is sometimes better to go second as those sites really help you out.  It makes your fellowship more secure, too (you can expect to have at least 6 fp cards  in your hand at your first turn going second (thanks to playing some shadow before, rather than 4 if you start.  That makes the trip to 3 that bit easier (I think that most people beat me to 3 even if I start, unless they want their Ford of Bruinen).  This is a point probably worth noting.

I think the thing is, it's a case of risk.  Some people are happy to do it, and it can pay off.  Others don't want it, whilst others want to go second, anyway.  My best deck bids 2 and plays Shire Lookout Point with the Grey Pilgrim.  That annoys people, not getting Sam or Gorn, but has (occasionally) led me into trouble against Nazgul.

[ramolnar]

aah ... the Green Dragon Inn gambit. Fellowship Block is a format that rewards going first - though not as much as Towers Block. There have been times when people bid 4-6 and either started Sam or played Green Dragon Inn, in particular around the time of the first world championship. There are problems with this strategy:
* You start with a weaker remaining fellowship, such as Legolas/Arwen or Merry/Boromir. This makes Nazgul challenging at site 2 and the Ford. Fear of the Ford can get a lot of site 2 stops.
* Keeper Uruks, the best overall shadow in the block, love seeing a very weak companion that kicks out pool at sites 2 and possibly 4 and can trigger Savagery.
* As Legion mentioned, there are occasional burden adding shadows. There was a couple month period on GEMP where I saw a lot of It Wants to Be Found. It's usually not enough to reach 10 but it's annoying.

Optimal bidding depends on what you want. When I played Fellowship seriously, I bid zero and tried to build a deck that won from playing second. It's hard to jump 2-4 in Fellowship Block because site 4 gets worse quickly with either Moria non-roaming or Hollin. So, if I go second, get the site 2 stop with Nazgul or Uruks, then double 1-3, I've jumped into a strong lead. Going first is a strategy, but that's a strategy too.