D&D 5E What references are there to the First World?

[Yaarel]

In the Sword Coast Adventurers Guide:

The origins of the dragonborn refer to the primordial dragon Io, who either created or split into Bahamut or Tiamat.

Thus, the dragonborn seems to originate during the First World.

The legends also mention the Dawn War.

 

[Yaarel]

Holding out just a sliver of hope that the First World is eventually going to turn out to be a 5e take on the Dawn War setting…

Yup.

I am unclear about the relationship between Dawn War and First World.

Both involve: materials (dragons and elemental giants) versus astrals (with humanoids).