OP maybe didn't word it perfectly, but they were talking about organizations not rocket families. Space Shuttle was not exactly NASA's first rocket, just as F9 wasn't SpaceX's first rocket. I don't know if no organization at all has ever been successful on the first try with an orbital rocket or not. The quote Eric Berger at Ars has given was a lot more specific [0]:
>No private company has ever launched its first independently developed, liquid-fueled rocket and had it reach orbit on the first try. And Relativity is pushing a lot of boundaries with its methane-fueled booster. Probably the biggest test here is whether the 3D-printed structure of Terran 1 can withstand the dynamic pressure of ascent through the lower atmosphere.
At the same time though it's important to acknowledge that the "works on the first try" for typical Old Space projects came at absolutely enormous expense [1], and it's reasonable for expectations to be different for a project representing billions to tens of billions of expenditure and billion(s) per rocket vs a private company doing something for tens to hundreds of millions. A properly done hardware rich test program has a lot of advantages.
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0: https://arstechnica.com/science/2023/03/relativity-space-wil...
1: Not just in money either, but in terms of baking in bad designs until it was way too late to change them, which then could and did cause ongoing challenges for as long as the rockets were used. Like yes the first Space Shuttle made it, the design was made to work through heroic efforts, but the design also meant that heroic efforts were needed every single time. Which isn't very sustainable for something used for decades. And in turn we ended up losing multiple ones with humans on board and all lives lost.