First Good-Bye is a song created and sung by Haruhi Suzumiya.
In-universe, it was created in the audio drama Sound Around. It created a "sound in the head" phenomenon when anyone heard it and the SOS Brigade was obligated to put an end to it, requiring them to face a sound worm.
First Good-Bye is the last track on the Sound Around CD. It also appears on the CD Imaginary ENOZ featuring HARUHI.