We use first-ever to say that something has never happened before in all of history — not just the first time this year, or the first time for this person, but the first time at all. It goes in front of a noun: 'the first-ever World Cup', 'her first-ever concert', 'the country's first-ever woman president'. So why not just say 'first'? Because 'first' can be small. 'My first coffee today' only means the first one today; there were coffees yesterday. When you add 'ever', you close the door on all other times. That is why people use it when they want you to feel that something is a big moment — news writers love it, and so do adverts. And here is the 'though actually': people stretch it. A shop will say 'our first-ever sale' when they mean the first sale since the shop opened last year, which is not really history. That is not wrong exactly, but you can hear that it is being used to make something sound bigger than it is. Note also that 'first-ever' almost always sits before a noun. You would not say 'This is first-ever.' You say 'This is the first-ever one', or you drop the word and say 'This has never happened before.' The hyphen is normal but not sacred; you will see 'first ever' written open, especially in British newspapers, and nobody minds.