I'm sure there are others that can explain this much better than I can, but here is how I understand it.
When you're dealing with a first focal plane scope, the size of the reticle changes with the magnification. This has to do with how the lenses are installed. So the more magnification you have, the smaller the reticle becomes. These scopes tend to be much more expensive than a SFP scope and are consider more accurate. A major benefit of these scopes is that your point of impact should never change regardless of what magnification you go to. On the downside, that also means that the reticle may be harder to see for some of us at higher magnifications than others.
Whereas, a second focal plane scope keeps the reticle the same size regardless of magnification. Again, this has to do with how the lenses are installed. So regardless of magnification, the reticle never changes in size. While SFP scopes are cheaper, the point of impact can change when the magnification level is changed. This commonly happens when you site-in at 3x and then go to shoot at 10x, but based on the target distance and how precise the shot should be, most shooters may never notice it. For instance, if your hunting a deer at 100 yards and your point of impact changes by 2 inches left and 3 inches up when you go to 10x, you'll probably not notice it as you'll still most likely hit the deer in the 8 inch lethal zone. However, if you're shooting a 100 yard match and have this happen, you'll immediately notice that you missed the bullseye you were aiming at.
Some of this is going to be target distance (the further the target, the more the shift of impact is going to affect the shot) but it can also be accounted for in the site-in process to a degree. If you site-in at a certain magnification, say 10x for HFT, and never change it you shouldn't see any difference between FFP and SFP. If you're shooting a SFP and site in around the middle range of magnification, you'll have less changes if you need to go down or up 1 or 2 magnifications than if you site-in at 3x or 10x and then crank it up or down.