Where to control when the Signup CTA shows?

I don’t know what exactly you mean by “show on the first visit”, but Discourse has two related settings.

If you mean “show cta upon initial site loading” there is
Admin → Settings → Login - login required

Require authentication to read content on this site, disallow anonymous access.

If you mean “show cta during site visit session” there is
Admin → Settings → Login - enable signup cta

Show a notice to returning anonymous users prompting them to sign up for an account.