The six guys who make up this former club-circuit band call themselves Little Texas. But Very Little Texas would be a better description of their sound. First Time for Everything is totally devoid of fiddles, and the pedal steel guitar comes from a session player. Little Texas makes music for urban cowboys and cowgirls, the kind who put on their Western duds once a week and crowd into country bars to check each other out. The songs, strong on pop melody and layered vocal harmonies, embrace ersatz Memphis R&B (''Better Way''), neo-honky-tonk waltzes (''First Time for Everything''), and nostalgic balladry (''You and Forever and Me''). And they're never, ever concerned with anything but getting it on and getting left behind. There's a first time for everything, all right, and for Little Texas that still includes making a record of substance.