What would you do with an obstacle course that has 3 obstacles, but no one ever fails the first of the three?

Give it one more chance.

It depends on what your intentions are, and they could be many different things.

An obstacle no one ever fails could still serve various purposes you might have for it, such as warming people up, introducing them to concepts, training how to play the game, helping people not feel like your game is too hard, rewarding them, or taking into account different kinds of skills or strategic decisions (especially if there are other aspects to an obstacle than whether you fail or not, such as time taken to do it being taken into account).

An obstacle no one fails could similarly be pointless if the contestants don’t learn from it, you don’t mind people completely failing, there’s no effect on the overall result, and it wouldn’t be improved by removing or changing the easy obstacle.

What would I do? Different things in different games and situations. I tend to like games that present a consistent interrelated situation, so I’d probably not mind having an always-won first obstacle, but I’d make it tie into and have effects on the later stages in interesting ways.

Switch them around so the first is now the last.