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Let \\(\\Phi_ t\\), \\(t\\in T\\), be a Gaussian process whose parameter space is the state space of \\(X\\), with mean zero and covariance function \\(g(t,s)\\) [see \\textit{E. B. Dynkin}, Bull. Am. Math. Soc., New Ser. 3, 975-999 (1980; Zbl 0519.60046)]. If \\(\\tau_ s\\) denotes the first exit time from \\(S^ c\\) for the process \\(X\\) and \\(\\mu^ S_ t\\) the corresponding exit distribution starting at \\(t\\), Dynkin showed that  \\[ E(\\Phi_ t|\\Phi_ s, s\\in S)=\\int\\mu^ S_ t(ds)\\Phi_ s. \\]  In this paper the author uses the above formula to compute the first exit distributions. This is done for processes with continuous paths and symmetric L\u00e9vy processes. 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