One of those reflections—the one nearest to the Source—is our home. And we were the heroes blessed with Her Light. But not all worlds hold Light and Dark in equal measure. In ours, the power of Light was greater by far. So the Ascians who once threatened our home were no match, and they fell before us, one after another, till none were left. Victory, we thought...
...And then came the Light—a flood of pure, blinding radiance, annihilating shadow and color and life itself. Ere long, it will consume our world, leaving naught in its wake but blank perfection.
The First, more specifically its region of Norvrandt, is the setting of the Final Fantasy XIV: Shadowbringers expansion, and the world from which the Warriors of Darkness hail. It is one of the reflections of The Source.
At the dawn of Hydaelyn's history, the primal of the same name sealed her dark counterpart, Zodiark, splintering the world into thirteen reflections. The void consuming the Thirteenth caused an imbalance on the other reflections, and the First was on the verge of being consumed by light. The Ascians Loghrif and Mitron were instructed to halt the flood until Emet-Selch told them to cause it in conjunction with a light-affiliated Calamity unfolding in the Source. The pair battled Ardbert and his comrades, ending with Mitron causing the Flood of Light and transforming into Eden.
Minfilia Warde traveled to the First to halt the flood, but the damage had been done with most of the First consumed. The afflicted denizens have transformed into monsters called sin eaters, which plague the remaining people for a century. A century later Norvrandt is the only region that has not succumbed to the Flood of Light, which has turned the rest of the world into a wasteland known as the Empty.
While the First at its base is a perfect reflection of the Source from the time the worlds split, millennia have since passed and the worlds' histories have greatly diverged. Nearly everything familiar between the two goes by a different name, cities appear where there were none in the other world and vice versa. The two worlds are inhabited by the same races, but their cultures have diverged drastically to the point of being alien. Citizens of the First are unaware of the existence of other worlds.
A century after Minfilia stopped the Flood in the First, Emet-Selch attempted to restart the Flood and rejoin the Source with the First. The Crystal Exarch summoned the Scions of the Seventh Dawn from the Source, including the Warrior of Light to destroy the Lightwardens and avert the Source's Eight Umbral Calamity.
Behind the scenes
The animation for Eden's Eternal Breath shows a planet from space. This does not appear to be a literal view of the the First from afar, however, as the Flood of Light halted the flow of aether, and the planet shown in Eternal Breath has water.