Your conclusions are ridiculously wrong. Also you are cherry-picking results to fit them.
Microsoft's "arrive late" model didn't always work in the past (see: Money vs Quicken, et al) and while Microsoft has been struggling to reach traction with totally new (to them) products lately, there is no reason to believe this is due to any sort of sea change in the importance of being a first mover, because there are still plenty of cases in which the first mover is stomped by someone else these days, the someone else just generally isn't Microsoft.
Some of their wins were competitor missteps too. Wordperfect was late to the Windows party, so users who wanted to use a GUI went to Word. That misstep may have very well given MS it's opening.
The XBox did all right, but the 360 has done quite well. I loved my PS2, the XBox wasn't bad. But Sony released a year later and at an insane price point. Combined with the difficulty of developing for the cell relative (relative to 3 identical cores) and MS was able to gain a big chunk of the market.
Apple never made a big mistake with the iPod. Even the 2nd or 3rd gen (which the capacitive buttons) was still a nice player. The "fat" nano was still a nice player. One of the shuffles was a bit of a dud, but that was never a big chunk of their sales anyway. Any downsides were more than made up for by the availability of accessories and the iTunes Music Store.
With the iPhone, I don't think Apple has made any big mistakes either. Maybe the price on the original (which they fixed relatively quickly), and I know many people were unhappy with the AT&T choice, but it seems to have worked out fine. Apple was able to control the experience to keep it from being ruined by the carriers (mostly), and again the accessor market and the App Store have more than made up for that with most consumers. The two biggest complaints I've heard are lock-in/freedom (most people don't seem to care) and the lack of a physical keyboard (preference, and Apple clearly is willing to let keyboard enthusiasts go somewhere else).
I'd say there have been Android missteps. Some carriers ruin the phones, and the updates thing is a big negative in my mind. But Android phones cater to just about everyone (touch screen only or keyboard lover), and come in at all price points. It's clearly good enough for a great many people.
At this point, I don't think there is an opening in the smartphone market. If MS wants to succeed, they're going to have to make an opening... and they haven't done that yet. Combine that with the Window Phone's downsides (update questions, smaller app market due to small market share) and it's not an easy sell.
I'd like to see them succeed here, if only because I like that they're pushing a totally different UI and they provide additional pressure on Apple and Google to keep improving. But the iPhone came out five years ago. Two or three years ago I think they could have had a good chance against Android. They may have waited too long.
Microsoft's "arrive late" model didn't always work in the past (see: Money vs Quicken, et al) and while Microsoft has been struggling to reach traction with totally new (to them) products lately, there is no reason to believe this is due to any sort of sea change in the importance of being a first mover, because there are still plenty of cases in which the first mover is stomped by someone else these days, the someone else just generally isn't Microsoft.