After the active player counts gold during Marshalling, who gets the first action? First player or active player? I've always played that the active player gets the first action on his turn, but it looks like the first player still since there aren't any special rules governing the marshalling player action windows.

It's the first player. That's why choke decks go for the initiative: that way they can use Ice Fisherman before you have a chance to do anything.

The impact is that the active player usually does take the first action (with everyone between the First Player and the active player passing), so your mistake is understandable (~ except for how long you've been playing….) but that does not change the fact that the first opportunity to take an action always goes to the First Player.

(Note that the same is true in Challenges - the First Player gets the first opportunity to take an action in the player action windows during a challenge (like all other player action windows) - even if he is not the active/attacking player, or even attacking or defending in the challenge at all.)