First woman villain (Klebb was working for Bolfeld and therefore HE was the villain in FRWL)
First time Bond gets a semi-serious injury (dislocated collarbone)
First time MI6 goes to Scotland
First time Tanner and Robinson are in a movie together (Tanner is from GoldenEye and Robinson is from Tomorrow Never Dies)
First time M is captured
First time M sees Bond kill in cold blood
First time M slaps someone
First time M kisses someone (King)
First time Q considers retiring
First bomb explosion inside MI6 Headquarters
First time 007 is on the inactive list
First terrorist attack at MI6 Headquarters
First time Bond shoots a woman in cold blood
First time 007 holds a Colt .45 Automatic handgun instead of the Walther PPK
First appearance of a woman with a mangled earlobe (Sophie Marceau)
First time a woman seeks retribution against MI6
First time 007 goes to Azerbaijan
First time a Bond girl is a nuclear physicist (Denise Richards)
First villain with a bullet in his skull (Robert Carlyle)
First time where deforestation is depicted in a Bond film
First time Bond's gun explodes
First time portrait of M (Bernard Lee) appears in Bond movie. In conference room of MI6 headquarters when Electra appears on two wall video screens the portrait of M can be seen between them.
First time the credit sequence doesn't go: Bond, Bond Girl, Bond Villain, Rest of cast (Denise Richards is 4th)
First chase sequence through the River Thames
First appearance of John Cleese as Q's assistant
First time Bond is the first thing on screen after the gunbarrel opening
First movie to show a female 00 agent in the scene where Bond is excluded from recieving an assignment. This is assuming that the people seated and standing around him are other 00's.