Let me tell you my experience when I started my first job, I joined in as an intern and then converted full time. It is a new feeling of becoming independent and confident to stand on your own. Especially when you just entered a company as a fresher, they treat with the utmost care. You learn to nurture and build a network, meet people across various domains. The first job shapes your path to the next goal to find better pay and designation. The most important thing I forgot is the paycheck. The first paycheck gives immense happiness and finally time that all those years of your hard work pay off.
In Short, the first job will make you,
1. Learn to be responsible.
2. Become mature in taking decisions.
3. Start saving money.
4. Create a life plan, career plan.
5. Build professional Network.
6. Gain Experience
Hope it helps!