[TokuChris]

Power Rangers Lost Galaxy is the first Power Rangers series to star a future softcore porn star (Cerina Vincent)
(NOTE: While she's not really a softcore porn star, the movie she was in was more or less considered it. Amy Jo Johnson also was topless in a movie but it wasn't considered anything more than an R rated movie IIRC)

Power Rangers Lost Galaxy also featured the first Power Ranger death (Kendrix). The second is Alex in Power Rangers Time Force episode 01, sorta.

Power Rangers Lost Galaxy was also the first to not require martial arts ability in casting (though it was recommended).

More firsts.

1st "6th Ranger" color in Power Rangers - Green MMPR
1st use of color white - MMPR Season 2
1st use of color gold - Zeo
1st use of color silver - In Space
1st use of color titanium - Lightspeed Rescue
1st original US Ranger - Titanium Ranger, Lightspeed Rescue (the second being the Green, Black, and Blue Spirit Rangers in Jungle Fury)
1st 6th Ranger to not have an actor - Omega Ranger, Power Rangers SPD (Shadow Ranger is considered an extra hero)
1st extra hero - Blue Senturion (Power Rangers Turbo)
1st (and only) extra hero considered a Ranger in Power Rangers but not Sentai - Phantom Ranger in Power Rangers Turbo
1st Sentai I ever watched - Dekaranger
1st Sentai I ever enjoyed - Gokaiger
1st Sentai that ever turned me off to Sentai - Go-Busters