So imagine you're playing outside on a nice sunny day. You're warm and comfortable, and you don't really need to wear a jacket or hat or gloves.
But then, the weather starts to change. The sky gets all cloudy, and the wind starts to blow. Suddenly, it's really cold outside! You have to put on a jacket and a hat and gloves so you don't freeze!
That's kind of like what's happening during a "first winter campaign." It's when soldiers are fighting in a war, and everything is going okay in the summertime. They can move around and fight without too much trouble. But when the winter comes, everything changes.
It gets really cold and snowy outside, so the soldiers have to wear special clothes to stay warm. They have to make sure they have enough blankets and tents to stay protected from the cold. Their weapons might not work as well in the cold, so they have to figure out how to use them differently.
They also might have trouble getting food and supplies because the weather is so bad. So the soldiers have to be really good at planning and preparing for the winter.
So basically, a first winter campaign is when soldiers have to fight a war during the winter, and they have to be extra careful and prepared because it's really cold and snowy outside.