The book is Heaven by Ellen G. White. It is a compilation of her writings about the future home of the redeemed, including what the saved will experience there.

Why this fits

  • The title Heaven matches the theme of “the first thing we will do when we arrive in heaven.”
  • Related Ellen G. White materials on the same theme also appear under devotional compilations about heaven, but Heaven is the clearest direct match.

Related note

A YouTube result with that exact idea points to Ellen G. White content about arriving in paradise, which is consistent with the book Heaven.

TL;DR: The book is Heaven.