To solve this problem in files:
/wp-content/plugins/bbpress/bbp-includes/bbp-reply-template.php
/wp-content/plugins/bbpress/bbp-includes/bbp-topic-template.php
comment following lines:
// Remove first page from pagination
if ( $wp_rewrite->using_permalinks() )
$bbp->reply_query->pagination_links = str_replace( $wp_rewrite->pagination_base . '/1/', '', $bbp->reply_query->pagination_links );
//else
//$bbp->reply_query->pagination_links = str_replace( '&paged=1', '', $bbp->reply_query->pagination_links );