पहले is being used as an adverb in this sentence, so it can mean earlier or before. बहुत पहले means long ago. But when you're using it to mean "first" that is, as an adjective, usually it would have to agree with the noun it is referring to in gender and number. So, if you wanted to say "Neha was first" it would be पहली . सब से पहले is a adverbal phrase, however, which means "first of all" or "firstly". The main distinction is whether you are using this word as an adjective or adverb.
The adverb always takes the form पहले. When used as an adjective, it can take the forms पहला/पहली/पहली depending on the gender and number of the noun it is modifying.
पहले आमिर वहाँ था = Aamir was there earlier
पहला आमिर वहाँ था = The first Aamir was there (used when there are multiple people named Aamir perhaps)