I was born in Korea and so Korean was the first language I learned. However, I moved to the US when I was one years old, and after I entered the school system, I quickly learned English. Now, I am much more comfortable with English, and my Korean is somewhat lacking, although I can still speak it. What is my first language?
The term "first language" was first used under the assumption that most people learn one dominant language during their childhood which remains their dominant language throughout their life, and that all subsequent "second" languages are learned to a less proficient level. So the term can cause some confusion when that assumption breaks down. I think in your case, it would be natural to call English your first language, because it was learned at a very young age, and it was learned to the "native" level.
You could call you Korean your "cradle language". It is the first language you heard, and the first one that you began to acquire, but it was superseded by English at a young age.