I have the sentence:
Who wrote the very first dictionary ever?
Is it any different from
Who wrote the first dictionary ever?
I don't get how something could be more first.
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Typically, the "very" will be used to add emphasis (such as in your example), but it can also clarify the scope of the question.
"When did you have your first cup of coffee?" could refer to your first cup of the day, or the first cup in your life. By contrast, "When did you have your very first cup of coffee?" will almost always be interpreted as referring to the first cup of your life.
Any correct answer to one of them will be a correct answer to the other, and any answer which does not satisfy one will fail to satisfy the other. But the speaker is conveying some emotion, or how they value the information, by the choice of question.
They are not exactly the same, but they are almost the same.
In this specific example, the "first dictionary" could be answered include only objects that called themselves a dictionary, or were called a dictionary.
The extra emphasis in the "very first dictionary ever" would imply you want to include anything that also served as a dictionary, even if it isn't normally called as such.
For example, the "first computer" is often considered to be the ENIAC, because it was the "first general-purpose electronic computer", which is the type of computer we all use nowadays. However, the "very first computer ever" would include adding machines - a mechanical, single-purpose computer.
EDIT: To define what I mean more precisely, the "first foo" generally means the first foo that exists in the modern sense of the word, while the "very first foo ever" includes versions that predate its modern form.
Emphasis and tone, when it comes to first and the very first. They are not equal, but similar. But, there is an interesting distinction when it comes to the 'the last' and 'the very last'. Even though last and first are terminal concepts, 'the first' is the past and static, where 'the last' is in the future and changeable. So, 'the last' could mean 'the last' in the past with the possibility to occur in the future, where as the 'the very last' could mean the intent or expectation that 'the last' of the past will never occur again.