You can simply define those two other signals using user_logged_in signal as base. A good place to put it is on a signals.py inside a accounts app, in case you have one, or in you core app. Just remember to import signals.py in you __init__.py.
from django.dispatch import receiver, Signal
pre_user_first_login = Signal(providing_args=['request', 'user'])
post_user_first_login = Signal(providing_args=['request', 'user'])
@receiver(user_logged_in)
def handle_user_login(sender, user, request, **kwargs):
first_login = user.last_login is None
if first_login:
pre_user_first_login.send(sender, user=user, request=request)
print 'user_logged_in'
if first_login:
post_user_first_login.send(sender, user=user, request=request)
@receiver(pre_user_first_login)
def handle_pre_user_first_login(sender, user, request, **kwargs):
print 'pre_user_first_login'
@receiver(post_user_first_login)
def handle_post_user_first_login(sender, user, request, **kwargs):
print 'post_user_first_login'