I need to know how to say: Do the things right the first time
Is there any typical phrasal o expression for that
You correctly express and phrase an idea one often hears in both English speaking and writing.
In fact, your advice, though not explicitly one of Stephen R. Covey's Seven_Habits_of_Highly_Effective_People, would fit well within one of them (i.e., Habit 3: Put First Things First: Principles of Integrity & Execution).
As you can see, the only substantive change that I might suggest is the deletion of the word "the" -- since your sentence is a general principle that has an abundance of applications.