All Christians know about the first coming. It is the story of the baby in the manger; the life and death of Yahushua ("Jesus"), the Messiah.
But that coming is seldom put into the context of all three comings and their meanings.
Each "coming" displays a different manifestation and purpose of Yahweh, the one true god.
In the first coming, the Spirit of Yahweh was manifested in His Son as the Good Shepherd seeking to save His lost sheep.
The Lord is my shepherd; I shall not want. Psalms 23:1
I am the good shepherd: the good shepherd giveth his life for the sheep. John 10:11
I am the good shepherd, and know my sheep, and am known of mine. John 10:14
His death by execution finished his life, closing the possibility that Satan could win and proving Satan's lie, that keeping the Father's law was impossible. (see Keep HIS Commandments) It also conquered Satan's power over the world that the first Adam had conceded. The very purpose of this coming was to win the victory over Satan and death, and to appear to those "sheep" who could recognize and follow Him.
Each of the three comings was associated with one of the three judgment resurrections. The "first coming" resurrection was that of the Messiah, himself. He was resurrected, glorified and crowned KING. This was His judgment (reward).
But we see Yahushua, who was made a little lower than the angels for the suffering of death, crowned with glory and honour; that he by the favour of יהוה [Yahweh, our god], should taste death for every man. Hebrews 2:9
The first coming and its judgment resurrection are related to the first of the first-fruits barley harvest.
And he is the head of the body, the ekklesia [citizenry]: who is the beginning, the firstborn from the dead; that in all things he might have the preeminence. Colossians 1:18