multiple login destinations
I think the first code snippet on this post is what you are looking for: 

&lt;?php  

function mymodule_user($op,&amp;$edit,&amp;$account,$category = NULL){  
    if($op == 'login'){
        if($account-&gt;login == 0){ // check the last login  
        //do stuff here  
        }  
    }  
}

?&gt;  


It uses hook_user() to check the user's last login time. If it's 0, meaning she haven't logged in before, you can redirect the user with a function like drupal_goto.

You'll have to create a simple custom module and place your code in mymodule.module file.

If you are not comfortable writing a module for this, you can try creating a rule with the Rules module, I haven't been able to test this approach, but here are the basics:

Create a new rule:


Event: 'User has logged in'
Condition: 'Data comparison' - check the data called
'site:current-user:last-login' or 'account:last-login' for last login information.
Action:'Page redirect'