It depends on how you ask this kind of question.
For “What is the first thing you see in a lady that attracts you to her?”, literally, it’s whatever the first attractive thing I see is. If a woman’s hair looks nice from where I am behind her, I can be attracted to that at first, for example. So anything I see first, since practically all parts are potentially attractive.
Seems very meaningless to ask that though unless it’s an abstract research question, since the person with the pretty hair can turn around and be someone I’m not attracted to.
If the question is really more like, “what about a woman I’ve just met gets me attracted and actually romantically interested in her” then it’s who she’s being, which is mostly about the eyes and facial expressions, especially when she’s looking at me.
Some fairly large fraction of the female population is merely “attractive”, but only a few of those am I actually attracted to. Physical stuff might determine the first part, but what they’re like determines the second part.