It is great to have ice-breakers on the first day of class – I like this game of Human Bingo where everyone goes around the class looking for people who fit the boxes on their card. Once one or two people complete a line the game stops – but then it is fun to go through the items on a card and ask students to stand up if they match that criterion. It’s a good way for students to get to know each other.
Also consider a syllabus scavenger hunt – a college or library scavenger hunt where students work together in small groups or a myth-busting demo!
Here are some other sources you might find useful:
http://topix.teachpsych.org/w/page/55139707/First%20Day%20Activities
Lots of ice breaking ideas here:
http://teachpsych.org/resources/Documents/otrp/resources/eggleston04.pdf
This site makes specific suggestions for a first-day lesson plan
https://www.cmu.edu/teaching/designteach/teach/firstday.html
This site explores developing community agreements
https://www.bu.edu/ctl/creating-community-agreements-with-your-students/
Lesson Plan for first day of class associated with exploring identity and privilege — This was developed for Intro Psychology students but could be used in any Psychology class.