'First things first' vs 'First things come first' vs 'First thing comes first'

Hi,

Is there any difference between “First things first.” and “First things come first.” or “First thing comes first.”?

Anything wrong with saying anyone of them?

Which is the most common one being used?

Please give me an example if possible. Thanks.

‘First things first’ is the idiom, and is the only one commonly used.