Is it "First thought of" or "Thought of first"?

I came across a social media caption in which it says "This is what he thought of first". I want to ask if this is correct because what I have seen and think the correct way to say it is "This is what he first thought of". OR they are both correct and the position of ‘first’ doesn’t matter so they mean the same thing or the position of ‘first’ matters and mean different thing.
Thanking you,
Guri