A simple google earth search turns up hundreds of "First Congregational Churches" all over the U.S. What is the significance of this name?
Assuming you don't know about Congregationalism
Congregationalism is a system of governance where the local church independently and autonomously runs its own affairs. It does not specify any doctrine or hierarchy, which allows for the existence of 'Methodist Congregational' churches and 'Uniting Congregational' churches. There are two major denominations in the US which are Congregational throughout their structure - the 'National Association of Congregational Christian Churches' and the 'Conservative Congregational Christian Conference'.
Congregational churches are usually Protestant although there are also Congregationalist variants of other religious institutions.
As for the "first" bit
I haven't been able to track down any conclusive evidence.
Wikipaedia lists approximately 100 churches called "First Congregational Church" and only 2 called "Second Congregational Church". They are all in the US.
To say that Congregationalism is not a denomination is not really accurate. Webster's dictionary has the following definitions of Denomination:
to which Congregationalism surely falls into the first definition, as well as the third, fourth and fifth.
Some Christian groups like to say that they are not denominations, but what they may mean is that they like to think they are different from other groups, perhaps that they think of themselves as better than others. As the word "denomination" is an established term for Christian groups, new groups that come along and want to be marked out as different like to say that it doesn't apply to them. Of course all groups exist because they differ in some way from other groups. To reject the label Denomination to be marked out as different is therefore superfluous. At root (as the Webster's definition and many others point out), the word Denomination simply means a way of naming a group or class of things, in this case, of Christian churches. Merely using the word "Congregationalism" is therefore causing it to be a Denomination.