A bit of Googling suggests it is a British / American English thing. First is an adjective or an adverb and means the thing that comes first, so 'He came first in the race' or 'which came first, the chicken or the egg' Firstly is for points in a list. So you could say, "firstly I want to return my car, secondly I want a refund as it has broken down again and again, lastly I will tell all my friends never to buy cars from you again!" If I was listing things I would use firstly, secondly etc. Though discussions on other forums seem to suggest that in American English this is not necessary. http://dictionary.cambridge.org/grammar/british-grammar/first-firstly-or-at-first

Firstly , the disadvantage of bla bla bla .. First of all , the disadvantageof bla bla