You are correct. It would be my first confession.
Then it is best to first speak to a priest, though I do not know that you couldn’t just get in line and enter the confessional when it is your turn (call ahead for the confession schedule or stop by the church and pick up a copy of the Sunday bulletin).
You may hit a bump when you begin your confession, because it goes like this:
Priest: (silently opens the little sliding door, or just sits there waiting for you to speak if you are going face-to-face")
You: "Bless me father, for I have sinned. This is my first confession (after this first one, you instead say at this point, bless me father, for I have sinned. It has been 3 weeks since my last confession or whatever…)
Priest: "Your first confession? Well, are you baptized? Where? When? By whom? Do you have your baptismal certificate on you? Are you still a member of your baptismal parish? If so, why are you not presenting yourself there for your First Confession? Do you know what it takes to make a valid confession? Yes, so what does it take?
You: dang
See, you just need to see the priest first to answer all such questions to his satisfaction. It need not mean you sign up as a member of his parish–but there are paperwork details as well as catechism details to be settled before you make your first confession.
You want it to be a good and a valid confession, right? So you need to set yourself up for success.
If there is some urgency to this, then by all means contact a priest today, tell him of the urgency, and he will rush it for you. He can always get the relevant paperwork lined up later; it can happen today if indicated.
It will be a wonderful event for you, to make your first confession–you will be washed clean by Jesus through the priest, forgiven completely, and can make a new start.
So I encourage you to follow up this project!