"Premier" (masculine) or "Première" (feminine) are the most common ways to say "first" when referring to something specific, like a day, a place, or a person.
Examples:
* Premier jour: First day
* Première fois: First time
* Le premier ministre: The prime minister (masculine)
* La première dame: The first lady (feminine)
"En premier lieu" means "firstly" or "in the first place." It's used when you are listing items or reasons.
"Tout d'abord" is another way to say "firstly" or "first of all."
"Avant tout" means "above all" or "most importantly." It's used when something is more important than anything else.
"En premier" is a more informal way to say "first" in some contexts.
Example:
* Je veux la pizza en premier: I want the pizza first.
The best way to choose the right translation depends on the specific context of your sentence.