Understand that it's an idiomatic expression and not about literal fire or a religious ritual.

Idiomatic Usage

It's a metaphor for an intense challenge or tough initiation into a new role or environment.

Metaphorical Challenge

This phrase often implies stress and pressure during the first-time experience.

The phrase historically refers to a soldier's first combat experience.

While it originates from military contexts, nowadays it's used for any first difficult ordeal.

Think of it as a trial or test one goes through when doing something for the first time.