Ex. We will stop at the first place we see that has a restroom.
Ex. In the first place you are a really nice person, in the second place you are easy to get a long with.
Ex. In the first place you look may be where you find your watch.
"in the first sight" is not really correct, or at least not used in typical english conversation.
Ex. It was love at first sight.
Ex. At first sight I noticed that you have very curly hair.