To illustrate in this case how simple it is:
Sub M_snb()
MsgBox [MID(A1,MIN(INDEX(SEARCH(CHAR(64+ROW($1:$26)),A1&"abcdefghijklmnopqrstuvwxy z"),0)),LEN(A1))]
End Sub
or
Sub M_snb()
for j=1 to len([A1])
if instr("abcdefghijklmnopqrstuvwxyz" ,mid(lcase([A1]),j,1)) then exit for
next
msgbox mid([A1],j)
End Sub
Do not believe what they tell you about speed: most of the time they quote others, who quote others, who quote others, without having tested the assertion in real life themselves. It's more about rumours than about Excel and/or VBA.
Crucial is the analysis of what you want to achieve, the structuring of the data, the reduction of redundancy, etc. The calculation in VBA can be much faster most of the time because it doesn't recalculate over and over again if no essential data have been changed.