@Override
public void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    ...
    if (isFirstTime()) {
        // What you do when the Application is Opened First time Goes here
    }
    ...
}


/***
 * Checks that application runs first time and write flag at SharedPreferences 
 * @return true if 1st time
 */
private boolean isFirstTime()
{
    SharedPreferences preferences = getPreferences(MODE_PRIVATE);
    boolean ranBefore = preferences.getBoolean("RanBefore",false);
    if (!ranBefore) {
        // first time
        SharedPreferences.Editor editor = preferences.edit();
        editor.putBoolean("RanBefore",true);
        editor.commit();
    }
    return !ranBefore;
}