Sending reference of object before its construction

I have seen the following code in one of our applications:

public class First()
{
      private Second _second;

      public First()
      {
          _second = new Second(this);
          // Doing some other initialization stuff,
      }

}

public class Second
{
    public Second(First f)
    {
    }
}

In the First() constructor, isn't it bad that we are sending a reference of class First() before it is fully constructed? I am thinking that the object is only fully constructed once the control logic leaves the constructor.

Or is this okay?