This isn't as obvious as it may sound so it's a shame whoever downvoted your question didn't try it out for themselves.
The "obvious" solution is to use something like
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
But as you'll quickly find out, that doesn't work as the tab order will "take over".
You have a couple of options ...
Me.TextBox1.TabIndex = 0
will both work
[EDIT - OP now tells me that it's the autocomplete box in WPF that they are using]
Tabindex will not work on that control - try ensuring that the autocomplete box is the first control listed in your XAML and that tabindex is not
set for any of your controls