Can I get a recommendation for a good book for first law of thermodynamics which has plenty of tough problems. It should cover basic thermal Physics topics and the first law specially.
If you want a book with a "traditional" approach, which discusses in detail experiments and real-life systems, I would suggest Heat and Thermodynamics (Zemansky and Dittman).
If you are looking for a more formal (axiomatic) approach, I would recommend Thermodynamics and an Introduction to Thermostatics (Callen).
In both books (which are classics of the field) you can find many problems at the end of each chapter.
Fundaments of Engineering Thermodynamics by Moran et al is, in my judgment, a wonderful book, with lots of challenging examples. It also does a terrific job of covering the 2nd law of thermodynamics, offering two different approaches, including the one that I really like, based on entropy and the Clausius inequality.