Comma Question

[gjo123]

If I want to write the steps involved with doing a certain thing, and I want to begin the sentence with the word first and then a comma, would using the comma be correct? Examples: First, be sure you bring your hat and coat. Second, be sure to arrive on time. Is it correct to use the comma after first and after second or not?

[Tdol]

It's fine, but many don't.