I came to your country for the first time. What are you going to show me in the first place?
Hi, I will show u Naqsh-e Jahan square..
Miami south beach...it's very beautiful. I don't live in Florida, so we'd have to travel. Haha. In Alabama I would show you the USS Alabama Battleship. It's quite amazing to climb to the top and the view is spectacular.
Of course the site of the "Piton de la Fournaise" volcano! It's really amazing!
*What would you show me first if I were to visit your country?
*I come to your country for the first time. What are you going to show me first?
You wouldn't use "in the first place" in cases like this. That phrase is usually used more for cases where you're annoyed with someone and you're questioning why something is happening/happened. For example
"I just drove two hours and now you tell me that I didn't need to come. Why didn't you tell me that in the first place?!"
"Now you're upset? You never even asked me to do that in the first place."
Or if out of a series of places, you're referring to the first one. For example,
"Luckily, the item was in the first place that we checked."
Now that I think about it, this phrase is kind of difficult to explain.