Learn Romanian: Prima întrebare este foarte ușoară.

Primul is used for masculine and neuter nouns, while prima is for feminine nouns. Because întrebare (question) is feminine, we use prima.

Does prima mean "first" or "the first"?

It means "the first". Ordinal numbers in Romanian usually have the word for "the" (the definite article) built right into them. You do not need an extra word for "the" before prima.

Why does the sentence use ușoară instead of ușor?

Adjectives need to match the noun they describe. Since întrebare is a feminine noun, the basic masculine adjective ușor (easy) changes to its feminine singular form, ușoară.

Should foarte also change to match the feminine noun?

No. The word foarte (very) is an adverb, and adverbs never change their spelling. Only adjectives like ușoară change to match the noun's gender and number.