The Prophet (peace and blessings be upon him) said: “I am a human being like you. I forget as you forget. You should remind me whenever I forget something.”
The moment one enters into Prayer, he should pay attention to the fact that he is standing before His Creator. Consequently, he should not let anything occupy his mind other than Prayer. Sometimes, one becomes absent-minded to the extent that he may forget one of the obligatory or recommended acts of Prayer. Whenever such a thing happens, one should make the two prostrations of forgetfulness known as sujud as-sahw.
As for the question of forgetting the first tashahhud, a person is required in this case to carry on with his prayer and complete, and then perform sujud as-sahw after the last tashahhud and before Taslim (salutation of peace for ending the prayer) according to the preponderant opinion of scholars.
In other words, a person who forgot the first tashahud should not come back while in salah to perform that missed tashahhud, instead, he should carry on, complete the prayer and then perform sujud as-sahw before Taslim.
May Allah accept all your prayers and good deeds!