How do I select 1st row of each table and insert that data to a new table
This is not a complete answer (I'm sorry), but maybe a starting point for further thinking. 

For a low number of tables UNION is the best approach IMHO. In special if the list of tables are not changing. 

For a bigger number of tables you might can think of using some T-SQL and iterate through a list of tables and building up your query with dynamic SQL -- with this you can select your line(s) into a temporary table maybe. 

As I'm not sure where you will get your list of tables from, you could get it from some cursor out of system tables or from some hard coded list maybe.