When they were younger, Dean always tried everything first to make sure it was all right for Sammy.
First, it was bath time. It wasn't that Dean had never had a bath before. He had one probably once a day. Mary knew you couldn't tell a four year old not to jump in a giant pile of mud. Not even after he had just been cleaned up. And of course, she had been bathing him for four years anyway. Nevertheless, when it was Sam's first bath at home, Dean was very insistent on making sure the water was the right temperature. He had listened very carefully when Mary had told him that the water should be warm, but not too warm and it had to be checked first. Dean had eagerly checked the water himself, every time (Mary did too of course, but only when Dean wasn't looking).
Bobby didn't know what was going on anymore. All he had wanted to do was feed the one year old sitting at his kitchen table in his high chair. He had just started when a five year old screamed "no" and rushed forward to sit on his lap. Bobby stared as Dean checked the first bite and then fed Sam himself. "This is my job," he said seriously. Bobby, confused, just let it happen, only watching to make sure Dean wasn't going to choke him. He wasn't sure if he was surprised or not to see Dean feeding the baby so carefully, making sure Sam swallowed everything before even putting the spoon back in the jar. He was, however, very surprised when Sam opened his mouth without a fuss.
Dean was the first to go to school of course. John was very happy about that. It wasn't that he trusted Dean more (although he did, really, because at least Dean knew what was out there and could kind of protect himself), it was that he knew Dean wouldn't have let Sam go first. In some ways John figured school was a waste of time – why should Dean be in class when he could be keeping an eye on Sam or training? Then he thought about it and realized that for one, Dean really did need to have some basic skills – it could be helpful with research; two, it would keep Dean occupied during the day (and eventually Sam); and three, Dean would never let Sam go if he had never been.
School meant that Dean was learning to read now too. And as much as he liked being first, he also liked pleasing his brother. This meant that whenever John brought home a comic from a convenience store where he had bought gas or other necessities, Dean would sit down and read the comic through, making sure it was safe enough for Sam to hear. Once deeming it appropriate (or not appropriate, in which case he would carefully hide the book from Sam's questioning gaze and John's bewilderment), he would proceed to pick Sam up and settle with him somewhere comfortable and read the comic. And so those comics were the first things Sam would remember being read to him when he was older.
As they got older, Dean continued to do things before Sam did. Dean broke his arm first, learned how to shoot a gun first, stole first, played hooky first, made out with a girl (and more) first, smoked first, drank first, and battled the sons of bitches out there (and swore) first too.
So it made sense that as they got even older, Dean was the first to get out of school. When Sam did four years later, Dean already knew what it was like. He had tested the waters. Then, Sam applied to college. In secret. Something Dean hadn't seen reason to do – Dad hadn't gone to college, and he sure as hell didn't need to. The thought that Sam would go, that he would really leave them never really crossed his mind. Then he found the acceptance letter from Stanford.
He tried to talk Sam out of it – begged for him not to leave, even gave him the silent treatment. It didn't work. Sam was talking to Dad tonight and leaving soon after. When the fight happened, it was massive – the worst that Dean had ever seen. He left the room, moved to Sam's bedroom – it wouldn't be his for much longer from the way things sounded. He found the rest of the acceptance package on the bed, including housing information. Even if Sam was going to desert them, Dean had to make sure he was safe. When Sam left for the bus that would take him away, Dean made his excuses and checked out Sam's dorm – making sure he scouted out the college first.
Dean was the first to go on solo hunts – the first to have no backup.
He was the first to know when Dad went missing, and the first to make a move to reconcile.
He was the first to admit he needed his brother.
As things progressed he became the first to go to jail (although Sam was literally right behind him) and the first to get into a fight in jail. (He wasn't the first to escape from jail – there was no way he was going to give anyone a chance to catch his brother, no matter how prepared they were).
Dean was so used to being first, that when he wasn't, he was lost. Sam had psychic powers. There was no way Dean could have done that first. He had not been the first to drink demon blood (never had plans to either), and he was not the first to be labelled 'Boy King'.
He had, however, always planned to die first; he was never supposed to see the life leave his little brother's eyes. That's why he always went first, why he always threw himself into dangerous situations. There was no way in the world that he was prepared for Jake to come out of nowhere and quite literally stab his little brother in the back. He wasn't the first to go to heaven.
Well.
He was the first to do something really stupid – he sold his soul.
He was the first to have a countdown of days to live.
He was the first of them to take on a hell hound (and die from the attack).
Dean was the first to end up in hell. He was the first to be tortured into submission, past the breaking point. He was the first to torture other souls.
He was also the first to be 'raised from perdition'. And he guesses he's the first to have his own angel. After all, they do have a more 'profound bond'. Not that he cares – they're all dicks anyway. (Although Cas really isn't so bad once he stops being stuck up and righteous).
He was the first one the angels go to when they need information from Alistair. He's the first to find out about the vessels, and about their destiny.
Sometimes he really hates being first.
He wasn't first to get shot – and again he had to watch as his brother was killed right in front of him. With everything else that had gone on he had forgotten – he was the first to be a failure, too. All those firsts for nothing. Again.
The firsts had begun to disappear and that made Dean nervous. He had always been the first to do things, to make sure they were okay, to make sure they were safe for Sam. His whole life had been about that, about putting his brother first. He had started failing when Sam left for Stanford, but he had done what he could. Now there was nothing left – Sam was his own man and Dean couldn't protect him anymore. He hadn't been able to for a long time.
Dean still believes that he should be the first to do anything. He still wants to shelter the giant sasquatch who is his younger brother, but he knows he can't forever.
Still. He can try. After all, that's a big brother's prerogative.