“First world” doesn’t refer to the division between western bloc and eastern bloc anymore. The Three Worlds Model isn’t used for modern international relations. Now the term “first world” refers to highly developed industrialized countries, i.e. basically a capitalist country with a stable economy and a high standard of living. Many US allies (including some NATO members) aren’t first world, although developed countries tend to be NATO-aligned (except Hong Kong/Macau, if you count those, and Singapore). “Third world” also certainly doesn’t refer to unaligned countries anymore.