Merriam-Webster's Collegiate Dictionary:
first cousin
first day cover
first down
first edition
first estate
first floor
first lady
first lieutenant
first mortgage
first name
first night
first off
first offender
first papers
first person
first reader
first reading
first sergeant
first strike
first water
first world
first-class
first-degree burn
first-line
first-nighter
first-rate
first-rateness
first-rater
first-run
first-strike
first-string
first-stringer
firstborn
firstfruits
firsthand
firstling
firstly
firth
firth of lorne
fisc
fiscal
fiscal year
fiscally
fischer
fischer-dieskau
fish
fish cake
fish duck
fish farm
fish finger
fish fry
fish hawk
fish ladder
fish meal
fish oil
fish or cut bait
fish out
fish out of water
fish protein concentrate
fish stick
fish story
fish to fry
fish-and-chips
fish-eye
fish-farm
fishability
fishable
fishbein
fishbowl
fisher
fisherfolk
fisherman
fisherman's bend
fishers
fisherwoman
fishery
fishhook
fishing
fishing expedition
fishless
fishlike
fishmonger
fishnet
fishplate
fishpond
fishtail
fishway
fishwife
fishy
fiske
fissile
fissility
fission
fissionability
fissionable
fissional
fissiparous