Why does the malaria parasite first enter the liver?
The malaria parasite enters the liver in order to transform from a sporozoite (which can infect liver cells) to a merozoite, which is capable of infecting red blood cells. Both stages also include a proliferation step, but in the blood, the merozoites are also able to differentiate into gametocytes, which are then taken back up by a mosquito during a blood meal, allowing the malaria parasite to continue its life cycle. If the red blood cell stage were first, followed by the liver, then it would be much harder for the gametocytes to be able to reach a new mosquito host, unless they were to enter the blood a third time.
The blood is also a difficult place for a parasite to survive, since it is the highway of the immune system, whereas the parasite is less easily destroyed when it is hiding out in the hepatocyte cells in the liver. It is also important to note that Plasmodium has a long evolutionary history, and may in some parts of its life cycle be constrained by physiological or life history characteristics of its evolutionary forebears, which may also contribute to our perception of the life cycle as being very complex!