In the most recent version of Joomla 3.3.6 there is a bug in the pagination routine which breaks pagination if you use SEF urls. This results in not being able to get back to the first page of a multi-page list if you page forward, because the limitstart=0 parameter is stripped in the method which creates the SEF URL. The patch/fix is documented here:
github.com/joomla/joomla-cms/commit/f450...8b5c29657d676d95033d
The issue is described a little bit more here:
github.com/joomla/joomla-cms/pull/4393
This bug may have been introduced in an earlier version, although it was not there in 3.1, so somewhere between 3.1 and 3.3.6 I think.
Anyway, hopefully this will save someone else some time trying to resolve.