Shutter Curtain Sync

What is the difference between 1st and 2nd curtain sync (CF 15 Canon 5D)?
Does it have any effect when shooting with flash off the camera (non Canon Flash) and another one (Canon flash) on the camera? I tried and it wouldn't sync.

The difference is that if the flash fires with the first curtain then it is at the start of the shot and the second curtain is at the end. When you take a flash shot (except high speed flash) the shutter is open for longer then the duration of the flash. If there is anything moving fast enough in the picture it will form a blurred image during the shutter open time. This usually causes streaks to form as well as the frozen flash image. Now if you used first curtain sync the streaks will be ahead of the moving object and if you used second curtain sync they will be behind. This is a technique used most commonly by sports photographers to get a sense of motion in an image. You only see it if the shutter speed is low enough and something is moving in the frame. For a simple frozen flash shot of something that is still it makes no difference at all. I am not sure why it wouldn't work with two flashes, in principle it should work as both flashes ought to fire together regardless of when. It must be a quirk of your particular set up, you may just have to keep experimenting.