How do I disable Auto Switching to the first Space on opening a new app and entering a different full screen app (different Space) in OS X?
No, there is no way to disable this. 

There are a couple of ways to prevent an app from automatically gaining focus when you launch it (and shifting the Space you're in) but they are not practical solutions.

You can open an app from the command line using open -g -a [app name]. The -g flag means "Do not bring the application to the foreground." This only works to keep your focus in Terminal or a similar app. Some discussion of this technique here: https://discussions.apple.com/thread/3882355?tstart=0

This article by Topher Kessler describes a way to edit an app's internal properties to force it to open in the background, but I can't recommend that. Errors made while editing the app could break the app, and updates to the app could revert the change.