Old English fyrst "foremost," superlative of fore; from Proto-Germanic *furisto- (cf. Old Saxon fuirst "first," Old High German furist, Old Norse fyrstr, Danish første, Old Frisian ferist, Middle Dutch vorste "prince," Dutch vorst "first," German Fürst "prince"), superlative of *fur-/*for-, from PIE root *per- (1) "forward, through" (see per).
First-class (adj.) is from 1837; first-rate (1660s) is from classes of warships in the British navy. First aid is that given at the scene, pending the arrival of a doctor.
First Lady as an informal title for the wife of a U.S. president was in use by 1908, short for First lady of the land (by 1863 with reference to the president's wife). First name is attested from mid-13c.; first-born is from mid-14c. First base "a start" (1938) is a figurative use from the game of baseball.