And indeed on some trains - such as Great Northern from Ely and Cambridge into King's Cross - it might be in between standard class carriages and there may well be more than one section!
It is obvious however, the markings are very clear both inside and outside the train, and you're not in a self-contained bubble - so even if you get on at the wrong place, you can still walk through standard class to reach where you want to go. You can't rely on station signs - at Peterborough, for example, the Virgin train platforms are well signed. At Norwich, you won't find anything but it's hardly a problem because it's a terminus.
Be aware also that many trains (mostly, but not exclusively, on local lines) will not routinely have First Class unless you're extremely lucky and get a train substitution (which will happen about 1% of the time).