It won’t want to connect to my iPad Air I have the 1st generation

Sorry, it's not compatible.

Apple Pencil (1st generation)

You can use Apple Pencil (1st generation) with these iPad models:

• iPad Pro 12.9-inch (1st or 2nd generation)
• iPad Pro 10.5-inch
• iPad Pro 9.7-inch
• iPad Air (3rd generation)
• iPad (7th generation)
• iPad (6th generation)
• iPad mini (5th generation)

Not sure which iPad you have? Identify your iPad model.

Unfortunately, the 1st generation apple pencil will not be compatiblewith the iPad Air 1st gen....so that may be the reason for your problem