From the beginning, at the outset, before anything else. For example, Why didn't you tell me in the first place that you've decided to leave? or He could have bought a new one in the first place.
As the first of several items in order of importance. This phrase is usually accompanied by
in the second place, third place, and so on, as in I'm not joining the health club because, in the first place, I don't like their hours, and in the second place, I can't afford the dues.
[ First half of 1600s