I'm going to think outside of the box on this one because I could go a few different ways on this one.
I can say God is my first love for obvious reasons! I love Him! :)
I can also say Adam is my first love because he was my high school sweetheart. :)
But I'm going to go for my very very very first loves: Mom & Dad! :) I hung out in Mom's belly for around nine months and heard the two of them talking (and playing piano) during all that time. Granted I don't remember all that, I'm pretty sure I loved every minute of it and I still do! I feel so at home when I hear Mom or Dad's voice or when I hear Dad playing piano or when I hear Mom sewing. :)