The phrase "first thing" refers to the very first action or task you do at the beginning of something, usually the start of the day or a specific event. Full definition
While the reality of culture wars can hardly be denied, I prefer to think of First Things in terms of conversation rather than warfare. (firstthings.com)
I want to be that special someone that is thought of first thing in the morning and throughout the day and the last thing at night. (animeloversdating.com)