Translation:This is the first time I have come to this theater.
Will you accept "I have been to this theatre"? I would use "have gone to" and "have been to" in the same situations when speaking
how would the sentence change with only đi and not đi đến? I'm kind of seeing it like, if you are at home and about to go, then đi, but if you have arrived, then đi dến ? Both situations could warrant the same sentence in English so wanted to ask :)
The English sentence is grammatically correct but hardly likely ever to be said. "The first time" makes it an isolated event rather than a habitual act and "I go," being present tense, would generally indicate the moment of the statement. Even then, most native speakers would use the present progressive, future or some other tense, indicating the temporal relationship between the statement and the action.