Just started Shadowbringer but I have a small question (spoiler)

[Iscah]

I don't think we need spoiler tags since it isn't anything the OP won't have seen by the point they're asking this question.

It doesn't really get explained beyond that early introduction.

By the time he successfully 'Calls' us as well, he's finally mastered the technique and is able to do it two-way

My impression was that it wasn't so much about practicing the spell itself (rather than his aim!) but that the spell had to be 'calibrated' for the target to successfully pull them into the aetherial space where we first meet him in 4.55. I'm not sure we were bodily transported there - it seems more like just our soul, and he's made contact just to direct us to the "beacon" that will allow us to physically travel to the First.

Instead, because he "grabs the wrong person" the spell doesn't work properly, and pulls the soul out of its body and all the way to the First. Perhaps he can't control them in the same way, or their soul hasn't kept an aetherial link to their body that they would have if they were the intended target.

Whatever the reason, the outcome is that they were transported to the First by a very different method (soul magically pulled without its body) to our character (physically transported by the beacon).

So as covered by the others, we're physically there on the First (and thus able to teleport back and forth) while the others are essentially very solid ghosts, and different - not very well explained - rules apply.

(Though it's worth noting that from a story perspective, it seems to be written as if we can't teleport freely, and stay on the First throughout the game. The ability to return to the Source whenever we like is more of a gameplay convenience.)