You can't choose if you book via Eurail (it's the website by the way, not the app, which just forwards to the website).

At the ticket office of if you book by phone, you can give your preferences:

By phone, what information should I give? How is the process, I call and then they send me a link to pay? 

You call SNCF 00 33 1 84 94 3635

Press #85 for English, no booking fees, reservations are sent via e-mail. But not all credit cards are accepted. 

What's actually the problem with the seat that was assigned to you?

That's basically it. You say you want to book a reservation for Eurail, and what seat preferences you have.

I just want to exchange it for another one. I think that if you pay you should have the chance to choose where you want to sit and especially in a "first class" pass.

I certainly agree with you. Unfortunately the different reservation systems and people operating them don’t make the reality as easy as you’d hope though.

Wherever you’re sat in 1st class, I think it’s going to be a good journey for you.

Good luck ringing SNCF as per the advice above and let us know how you get on. If you originally received an e-reservation and still have it, it might help to have the “Dossier Voyage” reference number (also known as PNR) close at hand. This might help the person on the phone help you, by being able to easily look up your details.