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Some baptists have the tradition of naming the first Baptist church in a city or other area "First Baptist Church". Sometimes this numbering even continues; for example, in my area there is a "Fourth Baptist Church". I do not think there is a denomination or association called "First Baptist", as it is merely a naming tradition.
You should also be aware that there are perhaps over a thousand Baptist denominations and associations. In the United States, two of the larger ones are the Southern Baptist Convention and the American Baptist Conference. They have somewhat different beliefs and practices.
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It could be a mission -- a church plant -- of a congregation elsewhere called "First Baptist."
Why not ask them? I'm sure they'll be happy to tell you what it's about, and you'd be honoring them with your interest.
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I think here's where the trend started...
From the Separate Baptists (Wikipedia) :
The Great Awakening was a religious revival and revitalization of piety among the Christian churches. It covered English-speaking countries and swept through the American colonies between the 1730s and the 1770s. Three important preachers of the times were Gilbert Tennent (1703–65), Jonathan Edwards (1703–58), and George Whitefield (1714–70). The Separate Baptists are most directly connected to Whitefield's influence. The first identifiable congregation of Separate Baptists was formed in Boston, Massachusetts. Whitefield preached in Boston in 1740. The pastor of the Baptist church disapproved of the revival excitement, while several members approved of it and became discontented with the pastor's ministry. They withdrew from the First Baptist Church and formed Second Baptist Church in 1743.
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The "First Baptist" church is not a denomination I know of. Usually it's simply the name of the earliest ("First") Baptist church built in an area. Hence you sometimes see "Second Baptist Church" - that's not a weird denomination, it's the second one on the block. Now, if there's an existing Baptist church and one is calling itself First Baptist, it could be the existing local F.B. moving locations, it could be a Baptist sub-denomination (American, Southern, etc.) that is the first of their type, or they could just be snaking the name to seem first/biggest if no one else was using it.