1 general:: Before anything else; without delay. For example, Tom was supposed to call him first thing in the morning. [Late 1500s] Also see under FIRST AND FOREMOST; FIRST OFF.
American Heritage Idioms
2 general:: Phrase(s): first thing (in the morning) before anything else is done in the morning. • Please call me first thing in the morning. I can’t help you now. • I’ll do that first thing.
McGrawhill's American Idioms And Phrasal Verbs