Returning to First Screen from last Screen in Mission Control

Solution 1:

The only way I know to do this is to 3- or 4-finger swipe up for Mission Control (depending on your settings) or use the keyboard shortcut (on my MBP it shares a key with F3), and then select the space that you want.

Solution 2:

Have you tried enabling keyboard shortcuts for directly accessing spaces by their number?

No, this won't enable the wrap-around functionality that you specifically asked about, but it will allow you to type ⌃+1 (control+1) to jump from space 3 to space 1.

You will need to press fn+⌃+1 if your Mac is set to use the function keys the default way.