Happens all the time, especially to MCO, for the reasons debbieB mentioned. Hopefully you know that domestic first class on a flight from new jersey (NY?) will get you: free booze, a bigger seat, boarding first, free baggage, access to the first class check in line, possibly a first class security line (depends on airport) and free food IF your flight is longer than 2 hours and within a traditional meal time as defined by the airline. (not sure of Continental rules and regs and perks exactly, but those are American Airlines')
While many seats in the F cabin are upgrades for elite passengers, you may be surprised to learn that just as many people actually buy first class tickets. I have elite status on American Airlines so get upgraded for free often, but actually am lucky enough to fly paid First even more often. I can tell you that when my tickets are booked, many F seats are already taken by other full fare passengers, so clearly other people besides myself (my company) are buying them. Businesses will pay to fly their employees first class either as a perk of employment, or because they want their employee to arrive at their destination rested, happy, and ready to work.
All that being said, enjoy your flight in F, it's the best way to travel, it takes so many of the negatives and hassles away from the airport experience and gives you a great start to your trip.
(can you say, "priceless?!" LOL) I use the free or cheap upgrades for personal travel, but for work, it's always paid first class.
My last work trip was to Europe for just a few days; the company paid to fly me in F because otherwise I wouldn't be "bright eyed and bushy tailed" when I arrived, so obviously it's to their advantage to pay for F.
Or at least, that's what I keep telling them
