A very late answer: $\cal{D}(\Omega)$, the space of $C^\infty$ functions with compact support in an open $\Omega\subset \mathbb{R}^n$ with the distribution topology, seems to me (but what do I know) the most familiar space that isn't first countable. Proof that it's not first countable: Rudin Functional Analysis 6.9 tells us it's not metrizable; Rudin 1.9(b) tells us that, among topological vector spaces, a space is metrizable iff it has a countable local base.
Now, we are also told at 6.3 that sets of the type $\{\varphi\in{\cal D}(\Omega):|\varphi(x_m)|<c_m, m=1,2,3\ldots\}$ are open in $\cal{D}(\Omega)$. Enumerate a countable dense set in $\Omega$ as $\{x_m\}$, and let $$A_m = \{\varphi\in{\cal D}(\Omega):|\varphi(x_i)|<1/m{\rm\,\,for\,}i=1,2,\ldots,m\}$$
We should have $\{0\}=\bigcap A_m$ since any member of the latter intersection would be $C^\infty$ and $0$ on a dense subset of $\Omega$. Because ${\cal D}(\Omega)$ is a topological vector space, for any $\varphi\in{\cal D}(\Omega)$, we also have $\{\varphi\}=\bigcap (A_m+\varphi)$. Every point is thus a $G_\delta$.