Please, tell me what is the difference between
In March 2010 I wrote my first book.
In March 2010 I have written my first book.
Which is the right way to say it if I did something at that time in the past?
In March 2010, I wrote my first book.
This sentence is in past tense which simply means it happened in the past.
In March 2010, I had written my first book.
This sentence is in past perfect tense. You don't use the word "have" because it happened in the past and a time is specified (if you remove "In March 2010" then you can say "have", but it becomes present perfect tense.) The first sentence means you wrote your book in March 2010. This sentence means that in March 2010 you had already written your book before then. Past perfect tense is used when you are trying to refer to something that happened before a time in the past.
I have written my first book.
This sentence is in present perfect. This is different from just saying "I wrote my first book" because you could use that sentence if you wrote the book yesterday or 10 years ago. You could use "I have written my first book" if it is something that happened recently, but you wouldn't say that if it happened a long time ago. To say "have ____" means that it is something that happened in the past but which still affects you or is still ongoing. This site says more about the present perfect tense and gives examples.