I can not figure out how to make it so that when user clicks the header the first time it sorts it in descending order rather than ascending, instead of the user having to click twice to have it sorted in descending.
$('#my_table').tablesorter(
{
//code to sort descending order first
});
sortInitialOrder
from the docs will work.
You should be able to use like this
$('table').tablesorter({
sortInitialOrder: 'desc'
});