All "big four" players win their first slam on their best surface. That's maybe because your best surface is the one where you're ready to play for title first.
Something else I find interesting:
The French Open is almost exclusively won by players who won their first slam there. It the Open Era we have only four exceptions: Laver (69), Nastase (73), Agassi (99) and Federer (09).
That shows clay skills didn't use to be important outside clay. In this slow hard court era, I think we may see more other slams' champions winning RG.