Do you write a comma after "first" or "then"? I find contradicting guidelines. First, we went for a walk. Then, we took a break for lunch. (kind of example) Thank you.
It isn't really necessary to add a comma after "First," and "Then" though, because it isn't a subordinate clause, but you will need one if the sentence is combined with the "...then we took a break for lunch," because the clause would be coordinating, and it has its own sentence. First we went for a walk, and then we took a break for lunch. First we went for a walk. We then took a break for lunch. We went for a walk, and then we took a break for lunch. We went for a walk and took a break for lunch.
Short and simple answer in relation to your example: Yes. -- But it depends -- basically, it depends on flow. However, in certain cases and such you are required to use a comma. So the new short and simple answer in relation to your example: No.