There is btw, a fun homebrew project made (and available for free I believe) to play pre-historic D&D. There is a similar concept here to the First World, that it is a setting that exists before the planes have become distinct places (like how Panegea was one continent). A big theme is that the world is ruled over by empires run by the different giant types. Something similar could exist in the First World, as a war between giants and dragons is a common theme in D&D settings.
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