First Response

• WWizards of the Coast2020-11-10
  Official Ruling
  The Soldier won't be able to attack the turn it's created (unless something gives it haste).
• WWizards of the Coast2020-11-10
  Official Ruling
  First Response looks at the entire previous turn to determine whether its ability triggers or not. It doesn't matter whether First Response was on the battlefield when you lost life.
• WWizards of the Coast2020-11-10
  Official Ruling
  First Response checks only if you lost life during the turn, not whether your life total decreased over the course of the turn. For example, if you lost 2 life and then gained 8 life last turn, First Response's ability will trigger.
• WWizards of the Coast2020-11-10
  Official Ruling
  Damage dealt to you causes you to lose that much life.
• WWizards of the Coast2020-11-10
  Official Ruling
  Only one Soldier will be created no matter how much life was lost.

Rulings via Scryfall