What should be the first focus on the first time reading a sonnet?

Under almost all circumstances the most important feature of a Sonnet (of all language) is its meaning.

The first question to ask is: What is the poet telling me?

The next question to ask: Why is he telling me this?

If you can find thorough answers to both those questions, in nearly all cases you will already have discovered at least half the meaning of the poem (and in many cases much more than that).