How can my husband help me in the first stage?

Postive support. Your partner can help you by breathing with your during your contractions, helping you focus on deep, slow breaths. It is also helpful to start a warm bath, or go for an gentle walk outside. Positive feedback always helps. Labor is called "labor" for a reason, and it is wonderful to have a supportive team help you at each stage.
Supportive. Assuming you mean the first stage of pregnancy? He can be supportive of your needs and changing emotions and realize you are the woman he loves who is carrying the baby you are both responsible for making.