First runnings are any and all wort you collect from the mash before you start sparging; from the first gush when you open the spigot to the last dribbly little drop before you say "well, guess that's enough" are all first runnings.
The line gets a little more blurry if you're fly sparging (which is to say, slowly trickling in sparge water as the mash tun drains, versus batch sparging, where you drain the tun dry and only then add sparge water), but if you haven't started adding sparge water yet, you're definitely collecting first runnings.
Vorlauf is the process of taking the first bit of grainy, floury wort (usually 0.5 - 2 gallons) and pouring it back into the mash tun, so that it, too, will get filtered by the natural grain bed filter that builds up after that first bit of wort has flowed out; you vorlauf the first bit of your first runnings, but if you're batch-sparging, you should probably also vorlauf your sparge water, because you'll have destroyed the natural grain-bed filter when you stirred the sparge water in.