There are a lot of advantages to writing in the first person.
There are challenges too.
One of the biggest challenges is introducing your narrator to your readers.
It doesn't make sense for someone to introduce themselves to themselves. Unless you narrator is breaking the fourth wall, they also don’t know that they are introducing themselves to anyone, so it makes no sense for them to think about their name. It can be confusing to have your protagonist introduce themselves to another character just for the sake of having a reason to say their name.
But you don't want to hold. You don't want to wait too long before introducing your protagonist to your audience. You want them to feel an affinity to your narrator as soon as possible.
So, while it might take some time to find the right way to do it based on what's happening in your story, make sure to introduce your protagonist/narrator early enough. Otherwise, you'll leave your audience apathetic or confused.