This is quite an interesting question of which embodies other kinds of related questions. Although such question still lies in the realm of philosophy, related kinds has been and continues to be topics of great interest and controversies for modern scientists, most especially theoretical physicists. The question itself (not the answer to it) looks very simple but I must warn you that certain things can appear very simple at surface level, going further deep may lie unimaginable complications.
Our universe being the first in what context ?
This is rather an even more complicated question but before we proceed, we should observe that the original question also suggests the possibility of other universes existing, which is today termed "the multiverse". If there isn't a multiverse, then our universe is the only kind to exist and ever will, thus rendering the original question pointless/meaningless but then, we still aren't sure of this fact and it gives us room to explore other possibilities such as the multiverse. The idea of a multiverse, especially the modern kind didn't just arise out of our need for more fantasies but as an alternative solution to certain scientific (physics) problems.
Now, back to the question of the context, this has more to do with the background as we shall now see.
In our universe, the background is space and time (spacetime), every object and event, exists and takes place in spacetime, with time helping to define change/events. If we move to the realm of the multiverse, the question then is, what serves as the background for all the universes ?
A simpler way of asking the question is, what is in between the different universes ?
These questions leads to what is now known as the "different kinds of multiverse". Max Tegmark, the guy we discussed about in our previous article substitutes "kinds" with "levels". Surprisingly, these different kinds/levels seems to have different backgrounds. Cosmic and eternal inflation theory (level 1 and 2 multiverse) which are extensions of the big bang theory, suggests the background is spacetime (space and time). So in this case we would be looking at the question of whether our universe was the first to form at a particular position in this global spacetime before the formation of other universes at other positions. Unfortunately the theories doesn't really say but statistically speaking there's a nonzero chance that ours may have been the first.
The many worlds interpretation of quantum mechanics suggests a different kind of multiverse and in Tegmark's scheme is considered a level 3 multiverse. The background in this kind of multiverse is somewhat controversial and in fact, it isn't actually spacetime. Preferably the background is called a quantum background, with quantum entanglement playing the role of a bridge between all the possible universes. Asking if our universe is the first in this kind of multiverse is rather stupid, let me explain. The many worlds interpretation tells us that a quantum object is first in a superposition of multiple states, for example sleeping in your house and playing soccer under the ocean at the same time (we know this isn't possible in our everyday world). When observation is made (by another person), the multiple states splits into different universes, from our example, the observer could see you sleeping in your house in our universe but the other you playing soccer under the ocean would now exist in another universe. From this simple example, we would mostly conclude that our universe is the first because the observer seems to be in our universe but if you pay close attention and we assumed other universes are real like ours, then the observer can exist initially in any of the universes and it makes the idea of order (which came before the other) pointless/meaningless.
There other kinds of backgrounds with weird properties of which we wouldn't discuss due to their technicality. However there's one very interesting background that we haven't touched and it appears to be much older than the ones we previously discussed. This background is time itself, according to our current understanding of our universe's origin, space and time came into existence immediately after the big bang but what if time itself predates the universe?
If that were to be the case, then we would be having what a lay man could call "reincarnation of a universe", this is actually a multiverse in time. In modern cosmology this is as a result of a "big bounce". We know our universe is currently expanding, one possible fate of our universe is that it would one day stop expanding and begin to contract possibly to it's singularity state (the big crunch). In order to avoid going to singularity, it would instead undergo a big bounce after getting to the singularity state (re-expansion from another big bang). According to theories called "the cyclic universe theories", this big crunch and big bounce becomes an eternal cycle. That is, in this global time, the universe is destroyed and rebuilt again periodically, as a matter of fact these models are designed to eliminate the existence of singularities in the original big bang theory. If this were to be the case for our reality, then the question becomes, what iteration is our current universe in, is it the first or after the first? 😂
What's even shocking is that we may have existed in the one(s) before, if our current universe isn't the first and our memories wiped clean, probably why we have no memories of the previous universe - looks like we may all be part of some super-cosmic experiment.
No need to be scared my brethren, for these are all speculations but even if they weren't, I bet there's nothing you can do about it.
But who cares anyway, provided we're all living fine. A piece of advice, don't go complaining when you find yourself in the form of a Christmas chicken in the next iteration. 😉
Thank you all once again for stopping by to read my jargons and also thank you 
Lastly, please don't forget to do the needful
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