> "first" world
I think that went without saying (often refered to as the Western world/countries).

> "second" world
Whenever it 'was' refered to it wasn't spoken of that way, but as 'Communist' or 'Marxist' or or 'Socialist' or 'the other side of the iron curtain' ad nauseam.

I did wonder when these names came about, roughly (my guess being shortly after WWII or alternatively post Berlin Wall when things started to get more hostile).