Eunice here from the Shopify support team, thanks for posting!
Congratulations on your first sale, that is such a huge achievement. Sit back and soak up the moment because you did it! You must be so excited, and of course eager to ensure your customer's order has been safely shipped.
Which drop shipping app are you using? If it's Oberlo you'll be able to find the tracking number both within the Oberlo app, and your Shopify orders page. There's some more information on that here.
Here's a handy help doc from Oberlo that walks you through how to track orders, and also a description of what each shipment status means.
If you're using a different drop shipping app, the tracking may be slightly different. In this case, you'd need to reach out to the developer of the third-party app to find out how their tracking works.
So, what now? Time to adorn your investigation hat and do some digging!
Your first few customers can tell you a lot about the type of people who are purchasing your products. How did they find you? Where are they from? Are they male or female? What time did they visit your site? If you haven't already, now would be a good idea to check your Shopify analytics for any noticeable trends.
Figuring out who's visiting your website is your key to attracting more of the same people. If you'd like some resources to support you with defining your target market, I recommend checking out this blog from Oberlo, and also the free Niche it! course from Shopify Compass. In this course, you'll learn the importance of finding your target market, and how to create your customer avatar.
Congratulations again! I can't wait to see your business grow.
All the best,