First

  1. First I want to thank you.
  2. At first I want to thank you.
  3. At the first I want to thank you.
  4. Firstly I want to thank you.
  5. The first and last I want to go home.
  6. She won first prize.
  7. She won the first prize.
    Please correct and guide me.

Only 1, 4, 6 and 7 are correct.

‘At first’ needs to be used with a version of the past tense: At first I wanted to thank you.
‘At the first’ is not correct, but ‘At the outset’ would be acceptable.

Perhaps you meant to use ‘first and foremost, I want to go home’ for 5. ‘First and foremost’ is a set phrase meaning ‘before anything else’.

“At first I wanted to thank you.” in past tense is correct.
Are these sentences in present & past tense OK or not?
At first glance the twins look identical.
At first glance the twins looked identical.

I wanted to make sure you know that “At first I wanted to thank you.” has a different meaning from “First I want to thank you”

“At first I wanted to thank you.” Implies that at some time in the past I wanted to thank you, but now I do not.

“First I want to thank you.” Means that before I do anything else, I want to thank you.

Your two sentences about the twins are correct. Some people in the US might put a comma after glance, but I think they are fine without them.