I have never seen "First Use Syndrome" firsthand, but it usually comes up as a topic when discussing "Complications of Dialysis."
It refers to a severe IgE-mediated anaphylactoid reaction which occurs during the first use of a dialyzer, felt to be due to the chemical ethylene oxide, which is used as a sterilizing agent during dialysis manufacture. Patients may experience wheezing, shortness of breath, and even hypotension as a result. This may also be referred to as "bio-incompatibility" with the dialysis membrane.
It is a more rare event these days--due to numerous reasons--a better routine of cleansing the dialyzer beforehand and the increased use of re-using dialyzers being some potential reasons for this.