Dear Student,
First law of Thermodynamics also know as law of conservation of energy states that energy can neither be created nor be destroyed, it can only be converted to different forms.
The most common practical application of the First Law is the heat engine. Heat engines convert thermal energy into mechanical energy and vice versa.
Likewise we humans have succeeded developing many means by which we can convert various forms of energy to energy we can use or serves our purpose of need, for instance hydroelectricity to electrical energy,
so on and so forth.
First law also tells us that all the energy in the current universe started off from the big bang, but then it also arises the question if big bang resulted in formation of the energy in the present universe, then what created the big bang.
Regards.