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They are very similar.
when you want to describe a short sequence of events/tasks.....
首先。。。。然後。。。。
first....and then....
but when you want to describe a long sequence of tasks, you will use the another form...
第一, 。。。。。 first,
第二, 。。。。。 second,
第三, 。。。。。 third,
第四, 。。。。。 fourth,