What is the first heaven?

According the the Christian point of view, the first heaven is called the Intermediate Heaven. It is only a temporary place for us to wait until this old, fallen earth is destoryed and a new Earth comes to be.

Additional Answer:

The Bible mentions 3 heavens: the first is the sky where birds fly and clouds are formed; the second is the Universe or Space where planets, suns and stars are; and the third is the highest Heaven where the Throne of God is.

The first two heavens will eventually be 'cleansed' in a great fire as Peter describes and a new Earth will be created for the New Heaven with God's Throne coming to live with mankind - now spiritual sons and daughters in the God Family (Revelation 21).

2 Corinthians 12:2New International Version (NIV)

2 I know a man in Christ who fourteen years ago was caught up to the third heaven. Whether it was in the body or out of the body I do not know-God knows.