I am trying to create a simple ConsoleApplication in which i would like to host a simple wcf service.
Here is the code for my
namespace HostConsoleA         
        Well, I think the problem is this:
Basically if you want to use MEX over http, you need to supply either a full address for the MEX endpoint, or a http base address (if you only specify a relative address).
Solution 1: specify a full address for the MEX endpoint:
 <services>
    <service name="FirstWcfService.Service" 
              behaviorConfiguration="ServiceBehavior">
       <endpoint 
           address="FirstWcfService" 
           binding="netTcpBinding" 
           contract="FirstWcfService.IService"/>
       <endpoint 
           address="http://localhost:9102/FirstWcfService/mex"
           binding="mexHttpBinding" 
           contract="IMetadataExchange"  />
        ......
    </service>
</services>
Solution 2: define an HTTP base address, too:
 <services>
    <service name="FirstWcfService.Service" 
              behaviorConfiguration="ServiceBehavior">
       <endpoint 
           address="FirstWcfService" 
           binding="netTcpBinding" 
           contract="FirstWcfService.IService"/>
       <endpoint 
           address="mex"
           binding="mexHttpBinding" 
           contract="IMetadataExchange"  />
       <host>
           <baseAddresses>
               <add baseAddress="net.tcp://localhost:9101/"/>
               <add baseAddress="http://localhost:9102/"/>
           </baseAddresses>
       </host>
    </service>
</services>
Solution 3: use the mexTcpBinding instead
 <services>
    <service name="FirstWcfService.Service" 
              behaviorConfiguration="ServiceBehavior">
       <endpoint 
           address="FirstWcfService" 
           binding="netTcpBinding" 
           contract="FirstWcfService.IService"/>
       <endpoint 
           address="mex"
           binding="mexTcpBinding" 
           contract="IMetadataExchange"  />
        ......
    </service>
</services>
Any of those three options should should solve it.
A word of caution: I find it quite risky to call your service behavior configuration "ServiceBehavior"......
<serviceBehaviors>
    <behavior name="ServiceBehavior" >
My recommendation: call your first and default configuation just plain "Default" (or "DefaultBehavior")
<serviceBehaviors>
    <behavior name="Default" >
and only start giving out other names if you have multiple configurations.
Calling this ServiceBehavior just seems to be asking for trouble some time later on.....