What does “in the first place” mean?

used at the end of a sentence to talk about why sth was done or whether it should have been done or not

How is “in the first place” used?

In The Wolf of Wall Street (2013), one line is: “You never did anything wrong in the first place, right?”

The clip at the top of this page is from The Wolf of Wall Street (2013).

You never did anything wrong in the first place, right?

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