I was watching Supernatural Season 11 Episode 18 where Darkness kind of kidnaps Lucifer, and she refers to Lucifer as God's most loved and his first Son. Now as far as I remember Michael is older than Lucifer right? In season 5 Michael told Dean that he practically raised Lucifer. So why did Darkness address Lucifer as God's first Son?
Michael is older
And indeed, from S05E22:
MICHAEL: No, you haven't changed a bit, little brother. Always blaming everybody but yourself. We were together. We were happy. But you betrayed me, all of us, and you made our Father leave.
The point of Dean being the ideal vessel for Michael, and Sam being the ideal vessel for Lucifer, was precisely that their dynamic mirrored that between Michael and Lucifer. Dean/Michael, the older son, obedient:
MICHAEL: I'm sorry. I can't do that. I'm a good son. I have orders.
And the younger son, the favorite, who doesn't want to do what his father tells him to: Sam/Lucifer.
Similarly, Cain was older than Abel, which is probably why Dean was given the Mark of Cain. This dynamic, of father, younger brother, older brother, is central to the series.
AMARA: As God's favorite, his first son, you may be the one thing in all of creation that he still cares about, the one thing that could finally make him show himself so that I can confront him and he can acknowledge the wrongs he's done me. And then he can witness the utter destruction of all his creation before he himself is swept away.
It seems that the best way to interpret "first son" is as "first in God's affections," which is supported by its coming after "favorite." Because otherwise, it would mean that not only did the writers change their mind about who was older, but forgot about the whole reason for Michael being older in the first place.
If you're asking from the show, Lucifer is the younger brother. To maintain the parallels in the show, this worked. However, Lucifer was God's first creation and nearly perfect. He was the Morningstar and given free will. According to the mythology, God thought Lucifer to be pure up until an hour before he fell. Finding that free will was detrimental to order in heaven and fearing a possible uprising, God stripped the rest of the angels of their free will. Long story short, Lucifer is not only older, but first of everything.