WHAT IS THE FIRST LOOK?
The "first look" occurs right before the ceremony, typically  somewhere in private, away from all the guests, just between the bride and the groom. (Sometimes the bridesmaids and groomsmen are in attendance to bear witness to this special moment.)

The groom stands with his back to his bride, and when they are ready, the bride approaches the groom and taps his shoulder. The groom slowly turns around and THAT is the moment the emotions rise, tears flow and hearts melt. 

And of course, some couples prefer to wait until the actual ceremony to see each other for the first time. 

I hope this "first look" explanation was helpful.