If by first planet you mean the planet closest to the Sun, then the answer is Mercury. The order of the planets in terms of proximity to the Sun are Mercury, Venus, Earth, Mars, Jupiter, Saturn, Uranus, Neptune, and Pluto. The first four planets are known as the terrestrial or rock planets since they are composed of rocks, minerals, and ores. The outer planets are called the gas giants since they are composed of clouds of gas and ice that have concentrated around a core. Pluto lost its status of being really a planet like the others. It is so small it was reclassified as a dwarf planet. Yet its moon Charon is 12 percent its size so there is a current debate as to its being properly considered a planetary binary system, which would be a new type of astronomical classification.
If you refer to the first planet in the solar system, it is Mercury.