All spaces are moveable between each other except the first. Why?
4 Answers
I just discovered a solution, at least for 10.9.3.
Enable the option "Displays have separate Spaces" in "System Preferences" -> "Mission Control". This make it possible to move all Desktops, including Dashboard as shown in George Garside animation above.
I think this makes the accepted answer (at least partly) incorrect.

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This also works in 10.10.5. – David Moles Jan 28 '16 at 22:42
The first desktop is considered the master all of others (more like the one ring of Lord of the rings ... One ring to rule them all) ... For example, if you try changing the background on one of your desktops, it will only change for this one. Except the first one will change the background of all your desktops.

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Thanks! Just think it isn't user-friendly at all, especially coming from Apple. – Nick Jul 24 '13 at 10:16
Whilst this might not answer the 'why'…
Moving the first desktop in Mission Control is at least possible in Mavericks.

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