My Merriam-Webster Dictionary, American Heritage Dictionary, and Encarta Dictionary say FIRSTHAND, without any consideration for FIRST-HAND. However, a few websites (including the much-respected Oxford Dictionary) acknowledges FIRST-HAND to be correct.

May I please know your verdict? Thank you.
Both are acceptable, daddyjohn.

Just make your choice and stick with it.

In English, consistency in speech and writing is prized over whether or not you use a hyphen.

I will tell you, however, that most hyphenated words eventually become one whole word.

Hope this helps;

Thank you so much, JohnParis.