For the first time

English as a Second Language English Vocabulary, Grammar and Idioms
1
  1. They, for the first time in their lives, experienced a sense of freedom.
  2. For the first time in their lives, they experienced a sense of freedom.
  3. They experienced a sense of freedom for the first time in their lives.
2

Those are all possible.

3

Beeesneees,
Which is more common and colloquial?

4

(1) is the least common. You don’t often see the expression used parenthetically.