What to do if I have heavy first period please help?

First period? I'm not sure what you mean by "first period". If it is exceptionally heavy, you may need to see a doctor and get medicine to help stop the bleeding.
Your first period. can be variable. It could be heavy or light. At the time when you are anticipating having your first period soon - it would be prudent to carry sanitary pads with you. Thicker pads can be used for heavier flow & thinner pads for lighter flow. Mom's are often good sources of advice about periods. Take care.