If one is referring to a personal experience, which involves one lying to a potential lover about her being "one's first" to improve ones chances of getting "lucky."
You don't.
Can you, or should you? You can hyphenate it if you're moving between lines in a paragraph and need to break up the word. You shouldn't hyphenate it normally.
not required
A hyphen is not required.
McCarthy should not be hyphenated.
Yes it should be hyphenated.
Yes it should be hyphenated: co-worker.
Yes it should be hyphenated.
Yes, hyphenate by-laws.
According to this style guide, yes it is hyphenated, though from standard rules it doesn't seem as if it should. http://www.gbps.org.uk/gbj_style.htm
According to the sources I've found on a quick search, you should hyphenate 'coauthor', i.e., it would better be: "co-author".
Since the word refers to an attribute relating to the noun, it would be advisable to hyphenate Italian-sounding. Don't forget to capitalize the first word of the phrase.