Any country north of the Arctic Circle will have some place where the Sun rises at midnight (and someplace where the Sun sets at midnight) and places where the Sun does not rise or set at all for days or weeks or even months!
Half of the Earth is constantly illuminated by the Sun, there isn't any country that is "first".
However, when it comes to dates, the new day "begins" at the International Date Line, a jagged line through the Pacific Ocean which is generally along the 180 degree meridian. From the perspective of which country experiences the new day first, then it would generally be Russia.
The sun rises first in Kiribati, a country in the Pacific Ocean. Kiribati is located near the International Date Line, where each new day begins.
Sun first rise in Japan
The US state that sees the sun rise first is Maine. The best places to watch the sun rise are from Cadillac Mountain and Eastport.
Newfoundland, Canada is the first province to see the sun rise in North America.
Newfoundland sees the sun first
the first ray of sun ...when it rise
The east sees the sun first.
In India
Japan.
New Brunswick
Australia
Maine
Arunachal Pradesh