As a serious answer to your question: I'm not clear that you should include "the first time" in this context, as it feels forced. It's hard to explain exactly how the phrase is normally used, but most of the time it's for events that are not too unusual or unrealistic. For example:
Wow, this is the first time I've ever been kidnapped by pirates and forced on a high-seas adventure to find the City of Lost Gold!
is funny, because no one would expect to have this specific experience. On the other hand:
This is the first time I've ever been on a sailboat.
is fine, because it's a reasonable experience.
With your example, "My friend is in a coma and I'm having to make decisions on his behalf," is a little too specific to use "first time". Instead you might phrase it in a general way:
This is the first time I've had to make tough decisions for someone I care about.
This general context is a more relatable life experience. At some point many of us will have to make these kind of choices, and so we can understand how the situation might feel shocking and difficult.
"The first time" is also used to imply that, because it's a new experience, you feel like you don't know what to do. Again, while it might make sense in the context of your example, it seems more natural to just talk about your feelings:
My friend is in a coma and I'm supposed to make decisions on his behalf, and I honestly don't know what to do.