Should a person ever marry a first love?

Sometimes. Many marry the first love in their life (after of course Mom which is the true first love). These can sometimes work out well and their are many instances of this. I do not believe there has been a study of whether marriages of the first love are more likely to last than marriages of a later love. This would be a good project for a graduate student in sociology.
First Love. Some first loves do work and last however keep in mind the older a person gets married the less likely for divorce. Early love can create unrealistic fantasies and unrealistic expectations but if you take time to truly know an old love and mature love results you will likely feel more grounded to make a decision. Best.
If it's mutual. This is a mutual decision, assuming you are both of legal age and consent. Marriage is a huge step, whether it's your first love or your 10th. It requires preparation, truly knowing each other, and open discussion of all subjects -- like where you'll live, work, earn money, how you'll save or spend money, whether you'll have children, how will you spend time with in-laws, etc. Good luck to you.