https://i.gyazo.com/9ab33847b7a2f8f7378f12e1ab5960b9.png
A continuous random variable $X$ has the $\mathsf{Gamma}(\alpha, \lambda)$ distribution with probability density $$f_X(x) = \frac{\lambda^\alpha}{\Gamma(\alpha)}x^{\alpha - 1}e^{-\lambda x}, \text{ for } x > 0.$$ Prove from first principles that $E(X^3) = \frac{\alpha(\alpha + 1)(\alpha + 2)}{\lambda^3}.$
I don't know what it means when it says from first principles. Any help? Thanks.