No. Frist law is about conservation of energy. Einstein's mass energy equivalence states that there is no issue here. Now, there are other conservation laws as well - charge conservation [so for every electron you also make an anti-electron, a positron] angular momentum / spin conservation.
So, for instance to make an electron - positron pair out of vacuum requires at least the rest mass energy of two electrons which is 2 x 511 keV [measuring mass as energy per Einstein's E=mc2 formula and measuring energy in electron volts, which is usual in high energy physics].
The first law of thermodynamics is a version of the law of conservation of energy, adapted for thermodynamic processes, distinguishing two kinds of transfer of energy, as heat and as thermodynamic work, and relating them to a function of a body’s state, called internal energy.
The law of conservation of energy states that the total energy of an isolated system is constant; energy can be transformed from one form to another, but can be neither created nor destroyed.
That's just the way my Granny always did it and all she had was a wood stove and kerosene lamps!
Human “laws” about the universe were made to be broken!
Usually that happens when all the old scientists die.
https://www.youtube.com/watch?v=JKHUaNAxsTg