Can I reject this offer now?

I just got another job offers (CS major,CA). But I have signed the first offer and as plan I will begin the job soon. I would like to take the second one because I
more like that position. The two jobs provide about the same salary. My questions are

1. Can I reject the first offer and take the second one? What should I say as my excuse to the first company? Is it illeagle to reject an offer in such a short time before the beginning date?

2. Can I get some advise about this from my advisor. Should I talk to him about this?