"La Vez Primera" is Vanesa Martín looking back at a first love after it has blown through her life. She calls it a hurricane: "Se fue el huracán y quedo yo" (the hurricane left and I remain). What she kept is not bitterness but "el mejor recuerdo, mi mejor versión" (the best memory, my best version of myself).
The chorus is pure scenery. "Corre el viento limpiando las calles" (the wind runs, cleaning the streets) and "se oye el eco mientras abren las tiendas en París" (you hear the echo while the shops open in Paris), so you can picture a morning after in a city waking up. Then comes the line that sums up her mood: "Qué feliz me fui aquella mañana" (how happy I left that morning). The goodbye is gentle too: "me miró sin ataduras" (he looked at me with no strings attached).
Learner tip: "la vez primera" flips the usual order of "la primera vez" (the first time), a poetic touch. And "deletreada" literally means "spelled out", so "qué locura deletreada por mis ganas de sentir" is a madness spelled out by her desire to feel.