The way you said it works, however you can say it two other ways that may be appropriate as well. You can say, "My first friends, first achievements and first disappointments are all connected with my school life." OR "My first friends, achievements and disappointments are all connected with my school life." With the second sentence, it is assumed that the word "first" applies to all three. Does that help?

Friends, I've experienced achievements and disappointments during my time with you in school.

I see.Thank you.

The difference in using "first" two or three times, also with "my", is just emphasizing the fact it is your "first". The "my" emphasizes that the friends, achievements and disappointments are 'yours'. When doing a presentation or public speaking, one technique of rhetoric is to repeat a word, just like "my first" used here, three times to grab the attention of the audience. Rhetoric is the art of persuasive speaking. More casually speaking, "My first.." at the beginning is all you need. It's implied that the others are yours and your first.