First Nations are the people of native tribes who lived in Canada before Europeans came there. Many Canadians also use "First Nations" to mean people with natives in their family trees. Many say it because these nations were here long before Canada, and to make it clearer that the First Nations have many cultures, and that some of the cultures are very different from others. Some consider it a respect to those who first cultivated certain patches of land.
Other words that have been used for First Nations people, tribes, and cultures have been "indigenous", "aboriginal", "Indian", "Native Indian", "Amerind," or "native." Now many people say "Indian" only about people from India.