You could say this several ways:
Lately she's the first one to respond to me...
Lately she's the first one to respond...
You don't necessarily need to say "to me" unless you really want to put emphasis on the fact that lately she's the first that responds to you in the group chat. Whenever I say something like this, I always omit the "to me" or "to+indirect object" unless I specifically want to make a point.
I hope this helps!
Please let me know if I can be of further assistance.