You're my first American friend, and I'm really happy.
I'm happy that you're my first American friend.
単にいえば、この二つの例文は大丈夫ですけど、もっと普通の言い方は以下です。
You're the first American friend I've made. It makes me really happy to know that.
I'm really happy to be able to say that you're my first American friend.
このもう二つの文はとても丁寧で親切な言い方です。ぜひ使ってみてくださいね。