It shouldn't bring up the last post, but rather the first unread post.
You could add or modify the link in the threadbit template to one of the following
Code:
First Post:
<a href="{vb:link thread, {vb:raw thread}, {vb:raw pageinfo}, 'threadid', 'threadtitle'}" id="thread_title_{vb:raw thread.realthreadid}">First Post</a>
First New Post:
<a href="{vb:link thread, {vb:raw thread}, {vb:raw pageinfo_newpost}, 'threadid', 'threadtitle'}" id="thread_gotonew_{vb:raw thread.realthreadid}">First New Post</a>
Last Post:
<a href="{vb:link thread, {vb:raw thread}, {vb:raw pageinfo_lastpost}, 'threadid', 'threadtitle'}#post{vb:raw pageinfo_lastpost.p}">Last Post</a>