Actually, I am not sure who first used it, but it probably goes back to the golden age of radio (the 1930s-1940s), when news was read in a very formal and serious style, as if reading from a book. While celebrity gossip columnist and radio host Walter Winchell may have used this device, we do know it was popularized by radio commentator Paul Harvey (from the 1950s through the 1980s): radio commentators used "page two," "page three" etc. to hold the listener's attention: it let the audience know there was more news coming, even if the news was interrupted by commercials.
The term "American Dream" is explained in the epilogue of his book "Epic of America". It starts on page 412 and on page 415 the term is mentioned the first time... ;)
First Time in a Long Time was created in 306.
My First Time was created in 2003-12.
First Time for Everything was created in 1992.
The Very First Time was created in 2007.
Back for the First Time was created in 1998.
First Time Out was created on 1995-09-10.
First Time Felon was created in 1997.
My First Time Around was created in 1968.
First Time Live was created in 1984.
The First Time on the Grass was created in 1974.
The first time the term Wacko Jacko was used was in 1983 by the press.