Views plugin provides a pagination feature that lets you split large amounts of content into pages with previous and next controls.
When you ask for help or report issues, make sure to tell us the pagination options of the View and the pagination controls that you have inserted.
Problem: I would like to add first page / last page links in my pagination controls.
Solution: There is a First / Last page text link option when you use the Pagination Controls button to insert pagination in your View or Archive. You can see in the screenshot here the location of the controls in the popup, underneath the "Navigation controls using links" checkbox. If you have already inserted the pagination shortcodes, you can add the shortcode attribute first_last_links with a value of true, as shown in the following code snippet: