[Pearls Before Swine]

Ivana is not a native English speaker. Maybe she meant to say, “first wife,” instead of “first lady?”

[Rusty0604]

I guess you could give her the benefit of the doubt, but she’s been speaking English for many years.

[Williams]

It was just a play on words because she was his first wife it’s really not that big a deal.

[Pravious]

Ivana is not a native English speaker. Maybe she meant to say, “first wife,” instead of “first lady?”
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That’s what I suspect. It sounds much more likely to be a joke-gone-wrong than an attempt to actually assert that SHE’S the first lady.