Could tell me what call into work mean? For example:
First things first, I have to call into work.
Does it mean briefly visit one's place of work?
Without context, it is impossible to be 100% sure what is meant, but 99.9% of the time it means
to make a telephone call to your place of employment.
One reason that I cannot be completely positive is that it looks as though the speaker is not a native English speaker because
First thing first
is not idiomatic. Why in the world would someone who has asked as many questions as you have neglect to provide any context whatsoever?