I found this thread while trying to carry out a similar task. In the end, I used
Range("F:F").SpecialCells(xlBlanks).Areas(1)(1).Select
Which works fine as long as there is a blank cell in the intersection of the specified range and the used range of the worksheet.
The areas property is not needed to find the absolute first blank in the range, but is useful for finding subsequent non consecutive blanks.