to accomplish this, you will need to add a new column to the users table to mark whether they have logged in before or not.
for the sake of example, lets cal the new column "loggedIn", set the default value to 0 so when they register this new column will be set to 0.
Next edit the security assist Authenticate user behavior on the login page.
On the third setp, you can select database columns to store in a session. click the plus button and select the loggedIn column.
You will also need to set the success redirect to be a PHP page, it should go to the main success page that you want most users to see if it is not the first login
on the success page, add the following code at line 1:
if($_SESSION['loggedIn'] == "0") header("Location: firstLogin.php");
on the firstLogin.php page, you will need to add an update record behavior to update the loggedIn column to 1, use the ID session created by the authenticate user behavior to tell it which record to update..
you should also add code to set the loggedIn session to 1:
$_SESSION['loggedIn'] = 1;