First, I should express my thanks to my parents.They not only gave me life (or 'brought me into this world'), but also taught me how to become a better girl. (Become a better girl is a bit 'Chinglish' Maybe 'they taught me to become the best person I can') Second, I should thank my sister, she helps me without expecting anything in return. Finally, I must also express my thanks to my lover. (Lover is not normally used, it can mean the boyfriend/girlfriend of someone who is already married! Better to use husband/boyfriend/partner) He made me realise how wonderful the world is. I would normally use firstly, secondly rather than first, second but both are ok. The last one should be 'finally'. In this type of writing I would avoid carrying on with thirdly, fourthly etc. That makes it too much like a list. 非常好, keep writing!

In my life, first I should express my gratitude to my parents.They not only gave me life and taught me how to become a better girl. Second I should thank my sister because she helps me without asking anything in return.Third, I must express my gratitude to my lover. It's he who let me know how wonderful the world is.