What did the First Church believe about music?

I assume you mean Christians in New Testament times. What we call music had not been invented then. What we call western music was invented by a lot of Christians, most notably J. S. Bach.

Music was a part of worship even before the creation of humans.
Man is not the inventor of music. The Bible describes music and singing in the heavens themselves, where spirit creatures play figurative harps and sing praises around Jehovah’s throne. (Revelation 5:9; 14:3) God gave music to mankind, implanting in their heart a feeling for music and the irrepressible urge to express their sentiments. About one tenth of the entire Bible is song, the foremost examples being the Psalms, The Song of Solomon, and Lamentations.
Most religions incorporate a form of music in their worship according to their own ideas.Today true Christians follow the pattern set by both the ancient Israelites and the first-century Christians. (Ephesians 5:19). The bible shows that because singing is a form of worship, all should join in song not only by listening to a choir or lyrics for improper entertainment.
For more information on this subject and others, please go to jw.org "Online Library." Also for free downloads, publications, videos or read online.