Lemmy is not one centralized entity or corporation, so it is impossible for a first party app to exist. Think of it like a collection of separately run clubs/groups that all communicate with each other over the same medium. But the medium is not run by a single person or company.

However, Jerboa is the app made by Lemmy devs themselves, so I suppose it's as close to "first party" as you can get.

Personally, I use and prefer Voyager.