Display first name of logged in user?

The issue here is that both the functions have the same name – colaborator_avatar().

Make sure that $new_user contains the current user. Else use get_current_user_id() like this:

get_user_meta( get_current_user_id(), 'first_name', true );

Show avatar and first name:

// show user avatar if logged in
function colaborator_avatar($atts)
{
    if (is_user_logged_in() && !is_feed()) {
        return get_avatar(get_the_author_meta( 'user_email' ));
    }
}
add_shortcode('colaborator_avatar', 'colaborator_avatar');

// show username if logged in
function colaborator_nome($atts)
{
    if (is_user_logged_in() && !is_feed()) {
    return get_user_meta( $new_user->ID, 'first_name', true );

    }
}
add_shortcode('colaborator_nome', 'colaborator_nome');

Or show Username:

function colaborator_nome($atts) {     
    if (is_user_logged_in() && !is_feed()) {    
        $current_user = wp_get_current_user();
        echo $current_user->user_login;
    } 
} 

add_shortcode('colaborator_nome', 'colaborator_nome');