First, and firstly are both correct, since first is also an adverb. So you can say:

I prefer the train because I can see the landscape. Secondly, I have control over my luggage, and thirdly, it is better for the environment.

First, I prefer the train because I can see the landscape. Second, I have control over my luggage, and third, it is better for the environment.

The important is not mixing them, as in the following sentence:

First, I prefer the train because I can see the landscape. Secondly, I have control over my luggage.

First, and firstly are both correct, since first is also an adverb. So you can say:

I prefer the train because I can see the landscape. Secondly, I have control over my luggage, and thirdly, it is better for the environment.

First, I prefer the train because I can see the landscape. Second, I have control over my luggage, and third, it is better for the environment.

The important thing is not to mix them, as in the following sentence:

First, I prefer the train because I can see the landscape. Secondly, I have control over my luggage.