Is it better to have pe first class or last

Last. That way for he rest of the day you won't be really tired. If you have it last class you can go home right after,

Depends on what you need.
If you're hyperactive(ADD/ADHD or related), then having PE first class can be quite helpful. The activity can help with waking up and focusing in your later classes, improving grades and reducing stress.  (This is based on personal experience.)

On the other hand, you may want to take it later so that you smell better or you want to be more awake by the time PE rolls around.