It depends on what do you mean: first visit or first sign up.
With sign-up, it is trivial, but the "first visit" is something which cannot be strictly detected. If the same individual removed all cookies or even use different IP — is it the same user or not? If a different individual uses the same computer with the same cookies, is at a different person or not? — The server side cannot tell that…
For identification of a user as a person who signs up, you can use just the unique username to identify the user.
If you want to deal with just the visit, take into account my notes above. You can use cookie as ryanb31
advised. You can also check up client IP address which you receive in the HTTP request. You should understand that the IP could be dynamic (and most typically is) and might change from time to time, and the cookies can be removed or disabled. Basically, if a user visit the page from another computer, you don't have a chance to identify this person as the same one (it would be a miracle if one could :-)), but with authentication, there are no such problems at all.