Name? But we basically started in with all of the house rules/expectations right away, understanding that of course it was going to take time for her to get it, because she was a baby.
I would say the first thing she actually learned was her name. She started responding to it within a day of coming home.
I kind of started in right away with her name, the crate training, housebreaking, and wait to eat until I release you. I think I had her dragging a lightweight leash around. I got her chasing a ball, too, and bounding after me in the backyard, because you have to have fun.
Once we started a puppy class, I think "sit" was the first skill they taught.