Nothing, technically. However, because "first" can be used in shortterm, speakers often add "ever" to emphasis the extreme that it's never happened before. For example: "That's the first time I've seen him, today" It's not the first time you've seen him, only the first time this day. "That's the first time I've seen him" Is completely correct, but would rarely be heard because it doesn't give enough information. Usually speakers will specify what they are talking about. "That's the first time I've seen him, ever" Is the preferred, if it is the very first. In a lot of uses, however, they are interchangible. "That was the first movie I saw" or "That was the first movie I ever saw" With the latter coming off a little smoother

In formal writing or speaking it would be absurd to say "first ever" because first is an absolute term. Nothing precedes the first instance of something. There is no word for something that comes before the first. Megafirst? Superfirst? The dictionary doesn't define first as "approximately the one coming, occurring, or ranking before or above all others (or thereabouts)." First is first. In informal communication, however, people usually say "first ever" to avoid any confusion about an occurence that might not be the absolute first, such as the first man to walk on the moon. Since the first moonwalk happened a long time ago, there is a lot of confusion surrounding who the first man to walk on the moon was. People may not even know that only Americans have walked on the moon. Since Russians have been prominent space explorers, maybe some of them have walked on the moon too. Therefore, to clarify that Neil Armstrong was the absolute first person to walk on the moon, not just the first American, people will say Armstrong was "first ever." If a girl tells her boyfriend he is her first lover, he should get clarification: "You mean first ever?" You can't be too careful.