Here are some possibilities, depending on the meaning you want to convey:
* For order/position: second, third, last, initial, opening, primary, foremost, leading
* For importance: most important, crucial, primary, paramount, leading, top
* For time: initial, earliest, preceding, prior, previous
* For something new: fresh, novel, original, inaugural, maiden, pioneering
Please give me more information about what you are trying to replace "first" with, and I can give you a more specific answer.