If you've just arrived in Paris:
Is this your first time in Paris?
If you're about to leave for Paris:
Is this the first time you're going to Paris?
If you've been in Paris for awhile:
Is this the first time you've been to Paris. (focus is on the stay)
Is this the first time you've come to Paris. (focus is on the trip)
When you're back home and talking about your first time in Paris:
The first time I was in Paris. (focus is on the stay)
The first time I went to Paris. (focus is on the trip)
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