Anyone who’s used the English language knows from direct experience that multiple spellings of many words exist. Such is the case with this set of words.
Firsthand (all one word) is an adjective meaning that the information was obtained from personal experience or an original source; to wit: Thanks to the outdoor navigation course, we had firsthand experience using a compass. In this sentence, firsthand shows the kind of experience (which is a noun) that one had.
Firsthand also can be an adverb, as in: We’d seen firsthand the horrors of living in a war-ravaged country. In this case, firsthand shows how something was seen (which is a verb).
This is a North American spelling; in Britain, first-hand usually is used.
First hand (two words), however, is improper (no matter how well one knows English).
My name is Rob Bignell. I’m an affordable, professional editor who runs Inventing Reality Editing Service, which meets the manuscript needs of writers both new and published. I also offer a variety of self-publishing services. During the past decade, I’ve helped more than 300 novelists and nonfiction authors obtain their publishing dreams at reasonable prices. I’m also the author of the 7 Minutes a Day… writing guidebooks, four nonfiction hiking guidebook series, and the literary novel Windmill. Several of my short stories in the literary and science fiction genres also have been published.