This checks if a parent page should load its first child page.

gistfile1.php

add_action( 'parse_request', 'check_for_redirect' );

function check_for_redirect( $query ) {

    if( is_admin() ){
        return;
    }

    if( isset($query->query_vars[ 'pagename' ]) ){
        $pagename = $query->query_vars[ 'pagename' ];
        $parent_redirect_id = (int) get_option('parent_redirect_' . $pagename);
        if( $parent_redirect_id > 0 ){
            $kids = get_pages("child_of=".$parent_redirect_id."&sort_column=menu_order");
            if ($kids) {
                $kid = $kids[0];
                $newpagename = $pagename . '/' . $kid->post_name;
                $query->query_vars[ 'pagename' ] = $newpagename;
            }
        }        
    }

    return $query;
}

Requires a metabox to indicate that the page should redirect and an option set like so: parent_redirect_{$pagename} with a value of the $pagename 's ID