Is it ok if I've never climbed before?

While it isn't typical of first time climbers to go straight for the biggest climb they can see from the hotel we do take plenty of people with no previous climbing experience. As long as you aren't bothered by heights and have decent fitness it can be a great option. We may suggest an easier route or a different location but we've taken many climbers with little or no experience to this awesome summit.

Is this good training for The Grand Teton, Long's Peak, or some other bigger objective?

The First Flatiron can be a good shakedown trip in preparation for bigger alpine rock routes. It helps give a sense of where your fitness is at and whether a climb with a bigger approach seems like a good idea. The movement also tends to be a little harder than on these climbs but in a lower consequence area where having to bail doesn't entail any huge risk.

Is this a good place to learn to trad lead?

Most of The Flatirons have runouts on their east face that make them less than ideal for learning lead climbing skills. There are other parts of The Flatirons like Gregory Canyon that can be better places to work on lead climbing.