There's never really been a "first" for any of the house manners, liking the crate, handling, and socialization, and such with my foster puppies. All of that is done as I go about my day with them. As for actual commands, I think that "sit" has been one of the firsts. A few of the other "first" commands: whistling as they are already coming to me with lots of treats afterward so that they begin to learn "come", teaching a basic "leave it" with treats in the hand, and teaching a basic "go kennel" by tossing treats in there. "lie down" and "drop it" have also been early on in the training.
Once they learn how to sit, they quickly start learning that sitting is the way to get most everything in life - which translates pretty easily over to basic house manners. Jumping is ignored, sitting is rewarded, coming is rewarded. Life in and of itself is socialization, so as long as I try to get the puppy out and about to different places where it can see different things and people, I don't stress too much about specifics. With my last foster pup, I'd toss treats into the crate whenever we came inside so that he would associate it with good and yummy things. Body handling also was just a regular thing. While holding and petting, I'd rub all over, including the ears, tail, and paws, making sure to play with the nails.
In short - most everything that the puppy learns early on is just a product of everyday life and making sure to incorporate the puppy into it. If I had to pick a specific command, "sit" would be the first. With that as a default behavior, it's pretty easy to start working on impulse control and manners.