There is no ‘freeze columns’ feature in MS Project that behaves like the familiar feature in Excel. The ‘Lock first column’ option to which you refer, located in the ‘Table Definition’ dialog box, is typically used to lock the task ID column so that you can always see the IDs, regardless of how far you horizontally scroll a task or resource table. Notice that if you deselect the ‘Lock first column’ option, the ID column will no longer be ‘stuck’ on the left side of the view and will look and behave like any other column in the table.
You may try opening the ‘Table Definition’ dialog box and adding your desired column as the first column in the table to lock that column from scrolling. However, the ID column will no longer be locked.