The First are the leaders of the psychic and magic elementals on the Elemental Plane of Magic. They are the oldest and wisest magic elementals. Unlike the psychic elementals, who can only communicate telepatically, the First can actually speak.
When Tarnum is battling the Elemental Lords, his mages discover the Plane of Magic while trying to find a way to overcome the superior forces of their enemies. They realize that the magic elementals can defeat the other elementals, but they need to seek the First and make the alliance with them - but if the Elemental Lords find the First before them, they can force them into an alliance.
After battling his way through his opponents' armies, Tarnum finds the First hidden in a grove. They see the damage that the Elemental Lords are doing to the universe, and join him to stop them. Once the Elemental Lords have been defeated, the First go home to their own Plane.