DEPR: Series.first() and DataFrame.first()
- [x] closes #45908
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

I don't know which "whatsnew" I need to edit (which version) 
@MarcoGorelli I think the last failing test is not related to these changes.

I separated the test for `first()` on `test_finalize.py` thinking that it will make it easy to remove it when it is time. Friendly ping again @MarcoGorelli - It looks green 
 merging then, do you want to do a similar one for `last`? > merging then, do you want to do a similar one for `last`?

Yes.. Thank you @MarcoGorelli.

