The first trick you should teach your dog can vary depending on your personal preferences and your dog's abilities. However, a good starting point is teaching your dog basic obedience commands such as "sit," "stay," and "come." These commands provide a foundation for more advanced tricks and also help with everyday situations such as walking on a leash and greeting visitors. It's important to remember that all dogs learn at their own pace and with consistent positive reinforcement, any trick can be mastered.