Translation:We travel by train in the first class.
It looks like this sentence was automatically selected for this topic and would suit better in the "Travel" section, because incidentally the world "class" can also mean "quality", etc. and it was misinterpreted as a class (or grade) at school. Just saying :)
I think the English is not quite right:
"in first class" or simply "first class" is an adverbial phrase of manner (How are you traveling? We are going in first class. We are going first class.)
"in the first class" is an adverbial phrase of location (and really wants a completion such as "in the first-class car" or "in the first-class section")
First class degree from university? That's the usual way to put it in the UK. Though nowadays the "class" is dropped more often than not.
I have just realised that I probably misunderstood your sentence. Did you mean that "grade" only meant a level of schooling (class/form) to Americans? This probably stresses the point you were making in the first place.
I don't understand your message - probably my fault! But you say "la unua klaso" and link this with "Losing "the". But "La" means "the", so it is not losing the article. I expect I have misunderstood what you meant, though.