OK, here's the long and the short of it. First of all you have to remember that the series was pretty much a dramatic story culmination of actually mysterious event and legends that are still unexplained. The episode on number stations is about a legitimate mystery that exists. As such while, no there is no book called The First People, I gather that it is based on numerous stories and books that do exist. I know because my own interest in the supernatural and associated topics led me to many stories about ancient technologically advanced races that are said to have said to have existed before all of recorded history but have somehow disappeared without a trace. One such story is that of the lost continent of MU which is said to be pacific counterpart to Atlantis. As stated in the series there have been numerous extinction level events prior to man's first appearance on the earth so the idea of an ancient race that no longer exists is quite plausible. I recommend going to youtube and searching for a video call "Artifacts of the Lost Global Civilization". The speaker talks about recent evidence that not only support the idea of ancient lost civilizations but also the biblical story of the tower of Babel. That is the long of it. The short of it is that no the book from the series doesn't exist but in a sense it does in the form of other books and legends on the same topic. I hope this was helpful.