Like Rena says, there is no big difference. But you could use it for emphasis or you can use it literally. For example, "My friend Mo'ath and I wanted to get on the train. The platform was so crowded! Luckily for me Mo'ath is awesome at getting on trains so we were the first in line when the doors opened. He was the very first of course."

There is no big difference. Putting "very" in front of "first" is just a way to emphasize that it was the FIRST (experience) of something. The very first time I saw Paris I fell in love with that city!

I want to correct you a little bit. The word you want is "difference". "Deference" means to be humble and respectful.