It should perhaps be pointed out that you don't First Discover a "system", you First Discover each and every object in the system. If you find a system with 57 stars, planets and moons in it, if you want your Tag on every single one of those 57 objects, you have to fly up to every single one of them and scan them. Despite its name, just honking with the discovery scanner isn't enough to claim the First Discoverer bonus. It's entirely possible that different CMDRs will Tag different objects in a system, sharing the overall exploration credit.
To get a Tag, you not only have to scan the object in question, but you also have to be the first person to go back to a starport with a Universal Cartographics office and sell the data for that system there. Only then is the Tag awarded; a little popup screen appears, saying "Congratulations, CMDR, you were first to discover..." and then listing all the objects you discovered. Theoretically, someone else could also scan the object, beat you back to base and "steal" your Tag. Which is why people are usually reluctant to post their weird, wild and otherwise interesting discoveries on an open internet forum until after they've safely locked in their Tags.
As for finding your First Discoveries afterwards, you'll have to remember which systems they were in. The game records "Systems Visited", but not "Systems Visited in which you Tagged something". For that, you'll have to rely on pen-and-paper if you want to keep a complete list. For the dimnaliphobes, there's always a spreadsheet, or you can always take a screenshot of a system you wish to remember (or take a screenshot of the "Congratulations" popup screen).
