In that example, it should have been first-hand or firsthand. When multiple words are used together as an adjective, in this case an adjective-noun pair, those two should become hyphenated. I just wrote another example – it’s ‘adjective-noun’ because the two words are used as an adjective for pair, even though they would not ordinarily be hyphenated.

For the same reason, asking “is it ‘first hand’ or ‘first-hand’” would be meaningless, because it depends on the context, unless a stylistic choice is made to write ‘firsthand’ instead