Basically, in First plane reticles, the crosshairs will zoom with the image as you adjust magnification, that is they will appear bigger as you increase. The only advantage I see, is that it will allow a quick gauge of range as you zoom, if you're familiar with your scope and it's behavior when increasing magnification, that is the target picture with regard to the cross hair subtension, or width compared to the target - the cross hairs will appear to get fatter as you increase magnification.
In a Second plane reticle (much more common on American scopes) the cross hairs will appear to remain constant as you dial up. This gives what 'feels' like a more precise aiming point, but it's harder to determine range, since the width of the cross hair will cover more width at the target as you dial up.
Again, most scopes you see will have the 2nd plane setup. I don't think most of us are used to the cross hairs growing as we zoom. The availability of Mil-Dot and other simple ranging reticles also have made 1st plane ranging not so much of an advantage I think.