Are there any first world countries in Africa?

First, Second, and Third World countries are terms used in the Cold War, but also used in modern day to represent development. First World nations can mean countries sided with the US during the Cold War or a highly developed country.

So in Cold War terms, yes; Angola, Somalia, and Mauritius are considered first world nations.

And in terms of development, yes; the Seychelles, Libya, and Mauritius are considered first world nations.