Originally a line from Song-dynasty poetry about plum blossoms that bloom before all other flowers (often traced to
史达祖, Shi Dazu, c. 12th c., who composed a famous
咏梅 'Ode to Plum' using this tune).
东风第一枝 later became the name of a
词牌 (cí tune pattern) used by many later poets. Plum (
梅) is the canonical 'first branch' because it flowers in late winter while snow is still on the ground.