If you want to use "than," you would need a comparative with -er or more. The book came out earlier than the movie did. The book has been out for more years than the movie has. You asked Karen about "that." If you want to use "that," you would need to use it as a coordinating conjunction. "That" is not a very natural choice, but you could say something like "It was the book that came out first, not the movie."

You might say: The book was the first to come out, then the movie. Or: First came the book, then the movie. etc

ok, so is not correct to use than in this sentence as a comparative.

First came the book, then the movie. ‘than’ is a comparative: e.g. more than, less than, better than, ‘then’ is used here, as in ‘next’ or ‘afterwards’