根据《英语用法指南》,This is the first time for sb to do sth 是错误的结构,应该改为 This is the first time that somebody has done something. 你的句子可以译为:This is the first time that May Day has been celebrated in Beijing.
《高考英语备考1号·速效编》
《高考英语备考1号·写作编》
《高中英语晨读晚记》
《高中英语错题笔记》
《零起点考大学英语》