I'll actually give you a drill you can work on, you'll need one friend though.
If you want to learn first touch, the first thing you need to know is that controlling the ball right in front of you is fine, its a sign that you can do such things. But in football you need to learn to control the ball while moving it into a new space. Watch a master like Zidane always receving the ball and controling it into a new space. Defenders like it when you settle the ball right where you are because it gives them more time to close you down. If you are moving while controling, they become much more hesitant to jump in at you.
Ok now for the drill: (Real simple)
You and your friend stand 15 meters apart facing each other.
He has the ball, you stand just behind 2 cones that are about 3 yards apart.
(Here's a crappy diagram)
----Friend
cone------cone
-----YOU
Now its simple, your friend passes the ball in between the cones into you, you control the ball into the space outside of the cone on the right with one touch and pass it to your friend on the next touch. Then you do the same controlling to the left and passing back. Do this for like 3 minutes and switch rolls.
I would make it a point to tell you that you should be doing these first touch controls with the inside of your foot. Its great to be able to use the tools such as the outside of your foot or the bottom, but one good coach once told me that these are like ejector seats, good to get out of tough situations, but you want to use the correct fundamentals when possible.
I won't discount the quality of juggling to develop comfort with the ball and the confidence to do whatever you want with it. But many people who can juggle for ages can't play for a lick because they never learned how to control the ball properly where football is played...ON THE GROUND. Do this drill, i know its basic, but you'd be surprised how many people think they can play football but find this drill difficult.
If you can build a base of clean technique, its such an advantage over most.
Might I ask, how old are you?