FTM here. Definitely the first month as both parents (especially bf mums) are lack of sleep and learning everything especially without extra help. Thankfully my baby didn’t have any gas/colic issues, during every spurts and teething also had no issues so all I had to do is get used to frequent waking due to pumping and feeding. The rest is pretty much a routine.
My baby will be 6 months soon, every stage has it own challenges. I would say the first month is the toughest to first time parents.