Is there any specific resource that would allow me to find the first papers/articles published by famous mathematicians? For example, I would like to read what the first paper published by Von Neumann, Gödel, Grothendieck was like. I would appreciate your help. I know that this question might seem arbitrary in a sense that there is no criterion of which authors exactly are interesting to me, but I just hope that if you give me resources for, say, those three I mentioned, it would be possible from me to find others myself.
First papers of famous mathematicians
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Anyone reasonably famous (nowhere near the level of who you have cited) usually have bibliographies of their works included in biographies of them published shortly after they died. For example, for Von Neumann see List of References at the bottom of this page, and note that many other mathematicians can be found at the MacTutor History of Mathematics archive's Index of Biographies. As a lesser known mathematician in the Index, there is Oscar Schlömilch, whose List of References I happen to notice omits Nachruf an Oskar Schlömilch by Moritz Benedikt Cantor (1829-1920) (this biography by Moritz Cantor includes a list on pp. 263-281 of about 360 items by Schlömilch from 1841 through 1900).
Keep in mind that the MacTutor History of Mathematics is a work-in-progress, and besides some overlooked biographies (like the example I pointed out above), there are also going to be some mathematicians that are not even in their Index who have biographies with bibliographies. I checked a few minor mathematicians that I know who have had bibliographies of their papers published, and I notice that Anatole Henri Ernest Lamarle (1806-1875) is not listed in the Index (that I can find). However, you can find a 40-item bibliography of Lamarle on pp. 251-253 of Notice sur la vie et les travaux de A.-H.-E. Lamarle by Joseph Marie de Tilly (1837-1906).
For more recent mathematicians, mathscinet would be useful. Mathematicians who are prominent enough may also have collected works, or a detailed obituary which will often contain a list of published papers.