phrase requests - Single word describing a person new in something

The obvious one is novice: "A person new to and inexperienced in a job or situation" (Oxford)

Neophyte is an alternative: "A person who is new to a subject or activity" (Oxford). To me that emphasises newness over inexperience, so it's a bit closer to what you're looking for - though it's quite an obscure word so I'd be cautious about using it.

But neither quite implies "for the first time". If it's important to stress that it literally is the first time, I'd just be explicit and say first-timer (or first-time participant, etc.)