RSS feeds are meant to be used to follow news, so it will give you the latest updates. It is meant to be checked quite often.
In this approach, there is no need to provide RSS "file" with a list of all items since the beginning, it's not the goal of it. This is why most RSS feeds contain only a fixed number of latest elements. Since a RSS feed is simply an XML file provided by the sites, they don't have interest in having it contain all data since the beginning, as it would be too voluminous, especially to check often.
So to answer you, this is why most of your RSS will miss the first elements. And Friendfeed can't do something about it.
It could be different for the ones accessed via some API (like maybe Twitter and Facebook, I don't know), maybe these ones could give you the totality of updates.
But my guess is that Friendfeed's purpose is to centralize updates from different services. As such, only the most recent are necessary, no need for them to import the whole archive. I don't think there is any setting in FF for that. At least I have not found one.