How to make Link to go on the first post

Question

I’ll assume by “first” you mean “newest”, since if it’s the oldest, then all you’d need would be the url of that post.

$latest = get_posts(array('numberposts' => 1));
$url = get_permalink($latest[0]->ID);
echo "<a href="" . $url . "">Go to first post</a>";

This should give you a link that always goes to whatever is the latest post on your site. Where you add the code is dependant on your theme, as well as your personal preferences.