In this sentence it is an adverb that modifies the adjective "first". You could also write it like this:
"I just got my first ever phone this September".
"First ever" means the first one in your entire life.
It's interesting, and perhaps confusing, that "ever first" and "first ever" do not mean the same thing at all. "Ever first" is much less common. I believe that "ever first" means "forever first", so it refers to the future, unlike "first ever" which refers to the past.