Difference between 'the first time' and 'for the first time'

Hi all,

Please tell me how to distinguish the difference in meaning between “the first time” and “for the first time”. Are they the same meaning? Please give me some examples.

Thanks
VKhanh

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The same meaning when they are used in the same structural way:

I skied the first time in 1966.
I skied for the first time in 1966
.

The preposition can be dropped, but it cannot be used where a preposition is inappropriate:

The first time that I skied was in 1966.
(X) For the first time that I skied was in 1966.
.