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[quote=<a href="http://www.randomhouse.com/wotd/index.pperl?date=20010629">http://www.randomhouse.com/wotd/index.pperl?date=20010629</a>]
Since first is a perfectly good adverb just as it stands, there is no need for the -ly. As E.B. White put it in the chapter he contributed to Strunk and White's The Elements of Style (1959): "Do not dress words up by adding 'ly' to them, as though putting a hat on a horse."
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<p>My Euro teacher takes off lots of points when people use the word "firstly" in his essays.</p>