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."
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.
You don't.
not required
McCarthy should not be hyphenated.
A hyphen is not required.
Yes it should be hyphenated.
Yes it should be hyphenated: co-worker.
Yes, hyphenate by-laws.
Yes it should be hyphenated.
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.