学校の初めて(just noticed this. 最初 works, too)の日 by itself is a sentence fragment, which means it's not a sentence because it can't stand on its own. It has no verb.
If we pair your Japanese and English together「学校の初めて日を楽しみじゃない。」, then you'd have a sentence. :)
July 24, 2015 at 4:58pm