(idiomatic) Initially; at the start.

Example: 1898, Winston Churchill, chapter 4, The Celebrity:
  â€œWell,” I answered, at first with uncertainty, then with inspiration, “he would do splendidly to lead your cotillon, if you think of having one.” ¶ “So you do not dance, Mr. Crocker?” ¶ I was somewhat set back by her perspicuity.
  If at first you don't succeed, skydiving is not for you.‎