C The first time
The first time 在这里的作用相当于一个从属连词,引导一个时间状语从句.
【The first time】I came to the music hall,it was a new and grand one.
等于：
【When】 I came to the music hall 【for the first time】,it was a new and grand one.
其它选项都没有此用法,即跨类作连词用.故不予考虑
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